# EDGAR Filing Document

**Accession Number:** 0001233087
**File Stem:** 0001752724-25-203482
**Filing Date:** 2025-8
**Character Count:** 4343183
**Document Hash:** 65d9106708b57717a14bfed4fa55b8bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203482.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203482

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN LTD DURATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001233087

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21357
- **FILM NUMBER:** 251253214

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $409407361.61

**Total Liabilities:** $134063874.36

**Net Assets:** $275343487.25

**Delayed Delivery Securities:** $29078243.94

**Cash Not Reported:** $9047407.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1.95000000 | **1-Year:** -429.08000000 | **5-Year:** -4747.14000000 | **10-Year:** -5410.79000000 | **30-Year:** -6031.62000000

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

- **3-Month:** -77.37000000 | **1-Year:** -13593.16000000 | **5-Year:** -51944.64000000 | **10-Year:** -10594.95000000 | **30-Year:** -42.17000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.27%               | 2.26%                | 1.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-318934.91              | $-2207296.47                               |
| Month 2  | $-158216.11              | $4834773.20                                |
| Month 3  | $423359.57               | $1657736.40                                |

**Designated Index Information**

- **Index Name:** 33.33HUC0_33.33SPBDAL_33.33LUMSTRUU

- **Index Identifier:** HB10955

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Block, Inc.                                                                           | Block, Inc., 8764745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14056 | PA      | $12786.06     | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4593 | PA      | $4271.70      | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       639 | PA      | $629.41       | 0.00%             | 2027-03-14      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2653689.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1075.61      | 0.00%             | 2027-02-18      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2016098.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $697.86       | 0.00%             | 2026-11-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7943276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $28.64        | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785449.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5090 | PA      | $5010.16      | 0.00%             | 2027-03-14      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12242133.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6767 | PA      | $7139.86      | 0.00%             | 2027-01-31      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477575.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3300 | PA      | $3203.69      | 0.00%             | 2027-01-21      | Fixed         | 4.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9258174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6007 | PA      | $5612.06      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2268745.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $539.86       | 0.00%             | 2026-12-17      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4429 | PA      | $4163.44      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8671171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6868 | PA      | $6707.06      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7557081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $271.64       | 0.00%             | 2025-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6404013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $0.39         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8269750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4971 | PA      | $4858.81      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8293871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10861 | PA      | $10626.92     | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8701588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       826 | PA      | $810.85       | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7691305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       168 | PA      | $158.06       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7491258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $239.53       | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2653066.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $87.06        | 0.00%             | 2027-02-18      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19442 | PA      | $18607.62     | 0.01%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1598 | PA      | $1470.25      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9222658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23788 | PA      | $21925.14     | 0.01%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8590915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12433 | PA      | $12229.62     | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7919480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $399.51       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789482.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8108 | PA      | $7946.97      | 0.00%             | 2027-03-14      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12548 | PA      | $12340.22     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9214240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2137 | PA      | $1950.79      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189341.90    | 0.07%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928682.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5899 | PA      | $5830.91      | 0.00%             | 2027-04-11      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8556935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3486 | PA      | $3303.13      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7785197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $385.13       | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4936 | PA      | $4691.06      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782516.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3678 | PA      | $3617.90      | 0.00%             | 2027-03-14      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2090 | PA      | $1989.12      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10770659.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8196 | PA      | $8534.44      | 0.00%             | 2026-11-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $1855.42      | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9253242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20038 | PA      | $18563.30     | 0.01%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6684 | PA      | $99.59        | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13598334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11011 | PA      | $11206.06     | 0.00%             | 2027-05-27      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                                 | Allwyn Entertainment Financing UK plc                                                             | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $835271.00    | 0.30%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2552 | PA      | $2434.76      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1923 | PA      | $1655.60      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8611363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1458.93      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14257683.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13963 | PA      | $14621.67     | 0.01%             | 2027-06-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10268 | PA      | $9826.90      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1381.33      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8868039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17010 | PA      | $16511.73     | 0.01%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12281515.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7738 | PA      | $882.27       | 0.00%             | 2027-03-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29029 | PA      | $27886.23     | 0.01%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6620492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1779 | PA      | $236.08       | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8000442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $3127.04      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6667444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13964 | PA      | $985.58       | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9144740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $2044.01      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8940084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56502 | PA      | $53831.37     | 0.02%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13735 | PA      | $13503.45     | 0.00%             | 2027-03-14      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8451169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6912 | PA      | $5095.67      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3010000 | PA      | $3009781.68   | 1.09%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656127.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $112.25       | 0.00%             | 2027-02-18      | Fixed         | 28.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1694182.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $1577.86      | 0.00%             | 2027-01-12      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       426 | PA      | $299.46       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787642.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1339.92      | 0.00%             | 2027-03-14      | Fixed         | 26.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16304 | PA      | $15424.50     | 0.01%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785862.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18081 | PA      | $17738.28     | 0.01%             | 2027-03-14      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6243 | PA      | $6033.29      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13106287.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19440 | PA      | $19795.28     | 0.01%             | 2027-04-28      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4611 | PA      | $4384.43      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8316276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4563 | PA      | $4186.29      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5836 | PA      | $5517.44      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       748 | PA      | $736.37       | 0.00%             | 2027-03-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39150 | PA      | $38382.40     | 0.01%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2870 | PA      | $1830.06      | 0.00%             | 2027-08-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7944001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4384 | PA      | $109.65       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $2654.91      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9250466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2722.05      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5690 | PA      | $5427.58      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $300355.20    | 0.11%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933178.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $2996.02      | 0.00%             | 2027-04-16      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46863 | PA      | $45212.37     | 0.02%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $425.31       | 0.00%             | 2027-09-11      | Fixed         | 28.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785769.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6667 | PA      | $6532.25      | 0.00%             | 2027-03-14      | Fixed         | 11.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9148870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1107.16      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7340973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $124.40       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2270265.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $789.94       | 0.00%             | 2026-12-17      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1137.51      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10773 | PA      | $10523.03     | 0.00%             | 2027-03-14      | Fixed         | 9.40%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8201092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $3151.26      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9066634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9859 | PA      | $9422.68      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8352958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10737 | PA      | $8426.16      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10775435.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2449.43      | 0.00%             | 2026-01-31      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15566 | PA      | $15097.42     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14917 | PA      | $14007.24     | 0.01%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7200668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $20.04        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7856808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1509 | PA      | $623.72       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9239713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4546 | PA      | $4249.45      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7136 | PA      | $6798.97      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789648.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2503.84      | 0.00%             | 2027-03-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3620.03      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8117795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5783 | PA      | $4994.36      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5154 | PA      | $4930.99      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1460.14      | 0.00%             | 2027-03-14      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2487 | PA      | $2201.93      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992092369.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-03-20      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7983720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10689 | PA      | $9755.44      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2114 | PA      | $2037.79      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4331 | PA      | $4010.27      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $2553.25      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8848531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24106 | PA      | $23233.17     | 0.01%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9488 | PA      | $9097.83      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9238758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $2226.38      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                               | LendingClub Corp. - LCX, 165922400.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1946.58      | 0.00%             | 2035-02-11      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9109377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6507 | PA      | $6097.37      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8827053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1816.77      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8300994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $218.44       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8021278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1520 | PA      | $1501.01      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7243958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16197 | PA      | $201.00       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992395091.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.60        | 0.00%             | 2025-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789078.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1789 | PA      | $1758.31      | 0.00%             | 2027-03-14      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8693 | PA      | $6422.85      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2266172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1434.67      | 0.00%             | 2026-12-16      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8083435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $1724.84      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16681 | PA      | $15608.78     | 0.01%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929957.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6461 | PA      | $6330.54      | 0.00%             | 2027-04-11      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9205054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2242.57      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7579197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3237 | PA      | $2759.40      | 0.00%             | 2025-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $2453.81      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1184.61      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31452 | PA      | $29187.17     | 0.01%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783246.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $27.70        | 0.00%             | 2027-03-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7486245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $1296.53      | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15310 | PA      | $14809.38     | 0.01%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5920 | PA      | $5370.52      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8183617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $404.88       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787239.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2450 | PA      | $2414.84      | 0.00%             | 2027-03-14      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8448159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8352 | PA      | $8224.53      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $978.24       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8532163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $589.83       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32794 | PA      | $23975.14     | 0.01%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11145 | PA      | $10953.21     | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2473112.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1952.60      | 0.00%             | 2027-02-03      | Fixed         | 11.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7163428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $902.65       | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1657104.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8528 | PA      | $8507.11      | 0.00%             | 2026-11-23      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4561 | PA      | $4351.78      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7012393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $86.82        | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6320 | PA      | $6193.25      | 0.00%             | 2027-03-14      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2902 | PA      | $2821.88      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8062138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2901 | PA      | $2747.24      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789200.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4954 | PA      | $4872.81      | 0.00%             | 2027-03-14      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2655382.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3496 | PA      | $3443.46      | 0.00%             | 2027-02-25      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8031502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $802.17       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14388011.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1180.38      | 0.00%             | 2027-06-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9106673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9293 | PA      | $8126.73      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25903 | PA      | $22458.80     | 0.01%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $1690.87      | 0.00%             | 2027-04-12      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3729 | PA      | $3654.07      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8756432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5342 | PA      | $5199.98      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9206976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45693 | PA      | $42745.55     | 0.02%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8756496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21268 | PA      | $20541.25     | 0.01%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8477520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $1015.11      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $167.36       | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6305199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $0.05         | 0.00%             | 2034-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8490078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8854 | PA      | $8272.26      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744257.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1797.20      | 0.00%             | 2027-03-24      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8675009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2162 | PA      | $1952.48      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9254753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2685 | PA      | $2450.01      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8422864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35492 | PA      | $33019.60     | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477959.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5171 | PA      | $818.48       | 0.00%             | 2027-01-21      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780097.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $462.44       | 0.00%             | 2027-03-14      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                                   | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412740.00    | 0.15%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $5154.05      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7705537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $248.94       | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3694 | PA      | $3551.00      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13166600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6985 | PA      | $7352.67      | 0.00%             | 2027-04-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7601034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $485.20       | 0.00%             | 2025-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $154718.10    | 0.06%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8676458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3670.42      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1741168.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15442 | PA      | $442.47       | 0.00%             | 2027-04-05      | Fixed         | 18.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3403 | PA      | $3143.60      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474417.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2279 | PA      | $163.89       | 0.00%             | 2027-06-20      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8948583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21532 | PA      | $20512.43     | 0.01%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2262525.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11389 | PA      | $11157.07     | 0.00%             | 2026-12-16      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M6CW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5050 | PA      | $5299.94      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992597371.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $10.14        | 0.00%             | 2026-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5243 | PA      | $4863.40      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8816131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17457 | PA      | $14590.76     | 0.01%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3355 | PA      | $3077.20      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3107 | PA      | $3002.51      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1330.31      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9078368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8838 | PA      | $7786.13      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7984647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9058 | PA      | $6071.52      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13110 | PA      | $12101.22     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2597.27      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13133 | PA      | $12554.54     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20573 | PA      | $19478.03     | 0.01%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13389512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9311 | PA      | $9463.35      | 0.00%             | 2027-05-05      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2738 | PA      | $2618.14      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530558.50    | 0.19%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $657.26       | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22346 | PA      | $20993.63     | 0.01%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11995 | PA      | $11573.24     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2487.47      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785848.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6348 | PA      | $352.37       | 0.00%             | 2027-03-14      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18783 | PA      | $18020.71     | 0.01%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9176748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29192 | PA      | $26779.13     | 0.01%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8305030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1746.04      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11661 | PA      | $11285.35     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2052.41      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8181653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $281.93       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $2059.75      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7847120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15845 | PA      | $329.06       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $1893.81      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HWZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3794 | PA      | $3941.53      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992073990.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $5.03         | 0.00%             | 2030-03-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8772114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4023 | PA      | $3799.47      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $3533.82      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782963.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3563 | PA      | $3525.33      | 0.00%             | 2027-03-14      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4748 | PA      | $4660.18      | 0.00%             | 2027-04-11      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6278 | PA      | $6067.03      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8717155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8563 | PA      | $8323.15      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6795851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13992 | PA      | $52.07        | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506298.00    | 0.18%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992356441.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $2520.96      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $615.64       | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9144264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2727 | PA      | $2553.20      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8061055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1750.25      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1722547.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1111.40      | 0.00%             | 2027-02-16      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6163607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1606481.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3346 | PA      | $3359.49      | 0.00%             | 2026-08-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9145261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7116 | PA      | $6607.47      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8262472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19674 | PA      | $13303.25     | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12799003.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7904 | PA      | $8024.30      | 0.00%             | 2027-03-28      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3140 | PA      | $3036.21      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5653 | PA      | $5229.20      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $372.93       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2625 | PA      | $2548.87      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $627000.00    | 0.23%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7621073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26672 | PA      | $393.50       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6272 | PA      | $5781.67      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782244.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2921 | PA      | $2890.36      | 0.00%             | 2027-08-14      | Fixed         | 19.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8476 | PA      | $7925.65      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10099 | PA      | $9660.08      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8887846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14245 | PA      | $13966.52     | 0.01%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8097872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $387.68       | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8705620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3615 | PA      | $3377.04      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9811 | PA      | $9647.25      | 0.00%             | 2027-03-14      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8193080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $3869.94      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8924008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17480 | PA      | $12625.05     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8208304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $693.70       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785417.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $1013.74      | 0.00%             | 2027-03-20      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                             | Cablevision Lightpath LLC                                                                         | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675109.47    | 0.25%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                              | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                                          | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $268041.00    | 0.10%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1086.85      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929249.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       912 | PA      | $134.83       | 0.00%             | 2027-04-11      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $1951.33      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7618964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4601 | PA      | $1685.51      | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4435 | PA      | $4231.79      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54327 | PA      | $12922.45     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185500402.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16571 | PA      | $15935.46     | 0.01%             | 2027-09-12      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $7.09         | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8109314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $1161.38      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187772972.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12970 | PA      | $0.00         | 0.00%             | 2027-03-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       694 | PA      | $662.11       | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9136331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16082 | PA      | $15067.32     | 0.01%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2169 | PA      | $2065.02      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6557212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $1.14         | 0.00%             | 2034-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8391316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26817 | PA      | $26101.25     | 0.01%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                                 | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741807.50    | 0.27%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7774436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1156.27      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2842 | PA      | $2749.64      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784502.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10949 | PA      | $790.64       | 0.00%             | 2027-08-14      | Fixed         | 17.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8390997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5832 | PA      | $5653.89      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                                      | CSC Holdings LLC                                                                                  | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475890.40    | 0.17%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187248536.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5821 | PA      | $5797.85      | 0.00%             | 2027-03-28      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9025492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12242 | PA      | $11875.27     | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2811.50      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8386 | PA      | $8094.29      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8931758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289 | PA      | $1238.58      | 0.00%             | 2026-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7857831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16733 | PA      | $205.81       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8725200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2748 | PA      | $2273.79      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5175 | PA      | $5098.14      | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8908818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4432 | PA      | $3800.77      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5611 | PA      | $5221.51      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9075354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9295 | PA      | $8801.74      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9111269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1616.77      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15601 | PA      | $15227.40     | 0.01%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8323655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2498 | PA      | $2463.48      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2184.67      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11431 | PA      | $10863.47     | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6129 | PA      | $5314.02      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2481328.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1887.80      | 0.00%             | 2027-01-21      | Fixed         | 12.51%                | 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        |    395350 | PA      | $387047.16    | 0.14%             | 2029-11-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10460 | PA      | $10128.26     | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $381.93       | 0.00%             | 2027-03-14      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1645616.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3535 | PA      | $3605.92      | 0.00%             | 2026-10-27      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6977409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6257 | PA      | $71.04        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2261820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18855 | PA      | $18474.05     | 0.01%             | 2026-12-28      | Fixed         | 15.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6395381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1.43         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992120728.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.73         | 0.00%             | 2030-07-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $1874.90      | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7621747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3270 | PA      | $37.14        | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $2203.79      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2898 | PA      | $1787.53      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5116 | PA      | $4649.58      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2655 | PA      | $2580.34      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12795 | PA      | $11429.90     | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8263 | PA      | $6914.95      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17314 | PA      | $16805.66     | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GPD Cos., Inc.                                                                        | GPD Cos., Inc.                                                                                    | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989752 | PA      | $954120.93    | 0.35%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8843848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35090 | PA      | $33989.99     | 0.01%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16525 | PA      | $16205.78     | 0.01%             | 2027-03-14      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2517 | PA      | $2311.09      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8329221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3535 | PA      | $2914.61      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929357.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2822.80      | 0.00%             | 2027-04-11      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $297.31       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1285.19      | 0.00%             | 2026-12-16      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Celanese US Holdings LLC                                                              | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042853.00   | 0.38%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9165561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5700 | PA      | $5201.59      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12761107.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10153 | PA      | $10435.04     | 0.00%             | 2027-04-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8603 | PA      | $7866.32      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10968 | PA      | $10168.37     | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7774335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3895 | PA      | $1688.87      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $585.60       | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24473 | PA      | $23543.18     | 0.01%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12653 | PA      | $12099.66     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7907550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3575 | PA      | $3147.08      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8471337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       922 | PA      | $873.21       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13059570.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3411 | PA      | $3441.44      | 0.00%             | 2026-04-12      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8332583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1225.48      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9195826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24624 | PA      | $22959.04     | 0.01%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1129.44      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2612 | PA      | $2523.20      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12911306.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8653 | PA      | $8742.06      | 0.00%             | 2026-04-22      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $549.72       | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $707.79       | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $209.83       | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $835121.01    | 0.30%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9806 | PA      | $9363.93      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3135 | PA      | $2909.53      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187906511.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6257 | PA      | $6370.25      | 0.00%             | 2027-04-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9133127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7301 | PA      | $6805.69      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32904 | PA      | $31852.55     | 0.01%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8760 | PA      | $8655.99      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11041391.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7182 | PA      | $7237.86      | 0.00%             | 2026-02-10      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2475302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2328 | PA      | $2295.09      | 0.00%             | 2027-01-20      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187192813.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4692 | PA      | $4725.12      | 0.00%             | 2027-03-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6659902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3775 | PA      | $15.13        | 0.00%             | 2034-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187611207.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9598 | PA      | $9502.68      | 0.00%             | 2027-03-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13185 | PA      | $12335.20     | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1765 | PA      | $1564.47      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6551310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $1.55         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8691528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2962.68      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7111729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $342.13       | 0.00%             | 2035-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       822 | PA      | $807.18       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1990.29      | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187202054.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12405 | PA      | $12504.44     | 0.00%             | 2028-05-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $3188.12      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1520 | PA      | $1440.27      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3756 | PA      | $3653.34      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7407499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5293 | PA      | $98.11        | 0.00%             | 2035-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $1110.88      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782254.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $2989.65      | 0.00%             | 2027-03-14      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6493 | PA      | $6202.36      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9106785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3254 | PA      | $3112.19      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6450204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1.39         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992101807.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.37        | 0.00%             | 2030-06-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10220 | PA      | $9901.82      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9228 | PA      | $8236.62      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7646634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $24.38        | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992309051.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7863127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $93.28        | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | 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        |    269355 | PA      | $270954.69    | 0.10%             | 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        |    265903 | PA      | $265294.42    | 0.10%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9131236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23760 | PA      | $21767.98     | 0.01%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4770 | PA      | $4686.22      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9075924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5287 | PA      | $5004.23      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8017114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $59.90        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930249.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4927 | PA      | $4826.70      | 0.00%             | 2027-04-11      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6427445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6571 | PA      | $9.43         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12462 | PA      | $4305.70      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6785814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3173 | PA      | $8.75         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $840.73       | 0.00%             | 2027-03-14      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8217855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9027 | PA      | $8914.65      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10627143.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1611.55      | 0.00%             | 2025-11-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6865816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $5.67         | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785122.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $834.38       | 0.00%             | 2027-03-14      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Flexera Software LLC                                                                  | Flexera Software LLC, First Lien, CME Term Loan, B3                                               | CUSIP: 33937KAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65256 | PA      | $65384.11     | 0.02%             | 2028-03-03      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9056031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4158 | PA      | $3911.04      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $3627.77      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70526 | PA      | $66503.21     | 0.02%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8168011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $1007.01      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9259286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13760 | PA      | $12545.72     | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8562871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4561 | PA      | $3329.08      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $3201.94      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3833 | PA      | $3701.19      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6533471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5455 | PA      | $4.82         | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2267269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5184 | PA      | $5053.09      | 0.00%             | 2026-12-17      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9242949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27096 | PA      | $24737.83     | 0.01%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8364366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33755 | PA      | $18527.23     | 0.01%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928717.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3503 | PA      | $3463.63      | 0.00%             | 2027-04-11      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.                         | Martin Midstream Partners LP / Martin Midstream Finance Corp.                                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1793819.60   | 0.65%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9085083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $1289.14      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1760306.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4005 | PA      | $4196.28      | 0.00%             | 2027-05-20      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992204979.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $133.30       | 0.00%             | 2030-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6014070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $0.03         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7132043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11699 | PA      | $181.35       | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12234684.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20443 | PA      | $20863.99     | 0.01%             | 2027-01-26      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781786.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $170.91       | 0.00%             | 2027-03-14      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $708.74       | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9156707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10523 | PA      | $9854.05      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9195216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4024 | PA      | $3764.38      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4755 | PA      | $4495.67      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20789 | PA      | $19472.88     | 0.01%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781963.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4992 | PA      | $4906.24      | 0.00%             | 2027-03-14      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4547 | PA      | $4382.78      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $796.50       | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931488.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2068 | PA      | $2033.12      | 0.00%             | 2027-04-11      | Fixed         | 25.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1806 | PA      | $1752.61      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7827 | PA      | $7534.92      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8172480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5079 | PA      | $4943.58      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6058469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $0.00         | 0.00%             | 2034-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10548 | PA      | $9959.78      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7324843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $26.50        | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1749974.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3659 | PA      | $949.19       | 0.00%             | 2027-04-15      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                                       | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127153.63    | 0.05%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13431253.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10424 | PA      | $10605.63     | 0.00%             | 2027-05-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $1697.26      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8227508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $120.09       | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10571945.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15257 | PA      | $15425.60     | 0.01%             | 2026-10-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1679959.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $1340.18      | 0.00%             | 2027-01-09      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4804 | PA      | $4091.23      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12811031.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3300 | PA      | $3317.72      | 0.00%             | 2027-04-05      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2790390.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1739.49      | 0.00%             | 2027-03-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477326.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9084 | PA      | $8850.19      | 0.00%             | 2027-01-21      | Fixed         | 8.52%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992367756.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7314 | PA      | $6819.50      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $611.21       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7791269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $901.59       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7937726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8353 | PA      | $222.93       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4528 | PA      | $4076.27      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1112 | PA      | $1052.72      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11899 | PA      | $11669.71     | 0.00%             | 2027-03-14      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4824 | PA      | $4665.62      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8244 | PA      | $7859.19      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                        | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $824000.00    | 0.30%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9211765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6189 | PA      | $5737.50      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5312 | PA      | $4845.97      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8613886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20123 | PA      | $17119.82     | 0.01%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9044854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $1149.88      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9068240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69792 | PA      | $66802.99     | 0.02%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $3240.64      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187754766.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14556 | PA      | $14593.09     | 0.01%             | 2027-09-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8396735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23440 | PA      | $23035.23     | 0.01%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8505472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1070.38      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $2197.44      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992411120.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-22      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1732970.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4221 | PA      | $4185.06      | 0.00%             | 2027-03-22      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2720638.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9001 | PA      | $8907.05      | 0.00%             | 2027-03-14      | Fixed         | 15.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5412 | PA      | $5277.13      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7456319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $550.70       | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9162267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4554 | PA      | $4165.35      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3128 | PA      | $2094.52      | 0.00%             | 2027-03-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                            | BCPE Empire Holdings, Inc., First Lien, Amendment No. 8 Incremental CME Term Loan                 | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    793511 | PA      | $789940.45    | 0.29%             | 2030-12-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8635191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8337 | PA      | $8106.11      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1147.39      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12675358.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1198.61      | 0.00%             | 2026-03-28      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8343288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14256 | PA      | $13879.52     | 0.01%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992005877.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $848.34       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8701599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13469 | PA      | $12943.84     | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7238 | PA      | $6706.16      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1720986.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $290.88       | 0.00%             | 2026-09-16      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24220 | PA      | $21610.71     | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8940812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5734 | PA      | $5556.42      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7687797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2302 | PA      | $961.55       | 0.00%             | 2025-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934721.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4436 | PA      | $4344.47      | 0.00%             | 2027-04-12      | Fixed         | 13.01%                | No            |                  3 | On Loan: No      |
| Under Armour, Inc.                                                                    | Under Armour, Inc.                                                                                | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365474.03    | 0.13%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3395 | PA      | $3026.09      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5648 | PA      | $5090.01      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37498 | PA      | $14389.28     | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $839.36       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992298014.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2017365.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11579 | PA      | $11360.28     | 0.00%             | 2026-11-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8178625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $220.48       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13348 | PA      | $12833.13     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9041769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1120 | PA      | $1046.07      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8090129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1425 | PA      | $799.23       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6776 | PA      | $6250.10      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8072915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2594 | PA      | $1769.64      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1633734.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $1034.20      | 0.00%             | 2026-09-20      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7955210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $233.78       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13444523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12782 | PA      | $13235.25     | 0.00%             | 2027-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7212718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $126.05       | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $1035.22      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9036 | PA      | $7975.27      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2653627.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $1982.76      | 0.00%             | 2027-02-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8433832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $3942.30      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $3776.71      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2582.60      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7961684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.73        | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6946 | PA      | $6236.11      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4037 | PA      | $3932.19      | 0.00%             | 2026-12-28      | Fixed         | 8.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27203 | PA      | $25974.56     | 0.01%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8499259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7293 | PA      | $6937.24      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14216604.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19980 | PA      | $20699.40     | 0.01%             | 2027-06-21      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $866.97       | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $1105.27      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6856 | PA      | $4805.58      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992182530.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $1.85         | 0.00%             | 2030-05-09      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7623536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $251.46       | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines, Inc.                                                               | American Airlines, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    792000 | PA      | $785862.00    | 0.29%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2446259.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3351 | PA      | $3240.52      | 0.00%             | 2027-01-21      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9783 | PA      | $9363.52      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $666.17       | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $3322.38      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $2957.63      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9203021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $892.91       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4505 | PA      | $4248.77      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6372459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $0.00         | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8056029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $2209.51      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7367432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12714 | PA      | $872.52       | 0.00%             | 2035-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6719 | PA      | $6039.50      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       766 | PA      | $745.55       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2480 | PA      | $2406.70      | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6144 | PA      | $5939.29      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6271589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $0.21         | 0.00%             | 2034-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3132FCA21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72477 | PA      | $75289.87     | 0.03%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1615561.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $1012.38      | 0.00%             | 2026-08-27      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1495 | PA      | $1484.74      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6713041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1739 | PA      | $3.83         | 0.00%             | 2034-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1878.26      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2016567.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $1545.76      | 0.00%             | 2027-04-10      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6920374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $20.00        | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5048 | PA      | $4992.25      | 0.00%             | 2027-04-11      | Fixed         | 17.66%                | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                           | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620811.83    | 0.23%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7566801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $11.52        | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13061423.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11278 | PA      | $11483.56     | 0.00%             | 2027-07-17      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11505 | PA      | $10267.08     | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4715 | PA      | $4322.68      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9057372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50965 | PA      | $48441.66     | 0.02%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6831288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $12.09        | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992347993.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $6.83         | 0.00%             | 2030-07-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $691.64       | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18983 | PA      | $15482.63     | 0.01%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $3492.27      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8629897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $65.72        | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657521.80    | 0.24%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11025771.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8989 | PA      | $9109.86      | 0.00%             | 2026-12-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8258319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6813 | PA      | $3197.96      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8136390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $514.09       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6172 | PA      | $5834.70      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7875019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $288.34       | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8409788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9590 | PA      | $9429.61      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931916.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3047 | PA      | $2991.71      | 0.00%             | 2027-04-11      | Fixed         | 23.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2952.74      | 0.00%             | 2027-04-12      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930363.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $512.82       | 0.00%             | 2027-04-11      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7513894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2786 | PA      | $1331.22      | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2657540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $140.04       | 0.00%             | 2027-02-18      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Global Net Lease, Inc.                                                                | Global Net Lease, Inc.                                                                            | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $872730.63    | 0.32%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8795518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2517.73      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5692 | PA      | $6008.13      | 0.00%             | 2027-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8241254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4880 | PA      | $4621.70      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8565 | PA      | $5727.32      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780296.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13028 | PA      | $12728.44     | 0.00%             | 2027-03-14      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4063 | PA      | $3915.32      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5759 | PA      | $5430.71      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Proofpoint, Inc.                                                                      | Proofpoint, Inc., First Lien, CME Term Loan                                                       | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    451204 | PA      | $452011.45    | 0.16%             | 2028-08-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7963628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.96        | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17384 | PA      | $16768.73     | 0.01%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6166473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5156 | PA      | $0.00         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7885751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4172 | PA      | $89.10        | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8506766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10366 | PA      | $9888.20      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8340759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1061.92      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785162.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10436 | PA      | $1584.95      | 0.00%             | 2027-03-14      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12793802.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18639 | PA      | $18991.92     | 0.01%             | 2027-02-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657050.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2474 | PA      | $2439.76      | 0.00%             | 2027-12-18      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8096 | PA      | $7834.47      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8211748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6703 | PA      | $4826.39      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3317 | PA      | $3144.15      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3922 | PA      | $3818.77      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7972649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $1698.41      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1084.41      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9038483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20755 | PA      | $19525.06     | 0.01%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7334033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $3.38         | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9949 | PA      | $9490.35      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4617 | PA      | $4314.20      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6174 | PA      | $5982.26      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11079 | PA      | $10371.77     | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7273 | PA      | $6638.54      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782245.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1833.42      | 0.00%             | 2027-03-14      | Fixed         | 23.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8051409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1005.67      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12366 | PA      | $11474.52     | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7422360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $138.32       | 0.00%             | 2035-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2285.79      | 0.00%             | 2027-03-14      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $947.30       | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9104177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7766 | PA      | $7353.54      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480635.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $2020.50      | 0.00%             | 2027-01-21      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5191 | PA      | $5098.82      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $487.96       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19638 | PA      | $18396.49     | 0.01%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1703238.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $1623.16      | 0.00%             | 2027-01-18      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7786287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3065 | PA      | $2513.41      | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10889 | PA      | $10542.78     | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7919 | PA      | $5456.04      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9018676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6163 | PA      | $5863.00      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1354 | PA      | $17.82        | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2775855.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21347 | PA      | $20931.90     | 0.01%             | 2027-03-14      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992308779.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7961 | PA      | $7722.79      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wrangler Holdco Corp.                                                                 | Wrangler Holdco Corp.                                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $729295.71    | 0.26%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1304.66      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6131558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3700 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9183 | PA      | $8951.77      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8315595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5031 | PA      | $4932.58      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2266515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2506 | PA      | $2443.30      | 0.00%             | 2026-12-16      | Fixed         | 8.10%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187609544.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9689 | PA      | $9791.72      | 0.00%             | 2027-03-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9034747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1695.70      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8156444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6512 | PA      | $4051.40      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5719 | PA      | $5316.08      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1423.70      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2986 | PA      | $2081.83      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779719.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $2899.81      | 0.00%             | 2027-03-14      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8766859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8502 | PA      | $8278.77      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8341323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3729 | PA      | $799.60       | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8510880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8661 | PA      | $8356.91      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12126 | PA      | $11706.28     | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $508.12       | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477858.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9065 | PA      | $8834.54      | 0.00%             | 2027-01-21      | Fixed         | 9.80%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8743880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2999 | PA      | $2910.29      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9206164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4759 | PA      | $4344.53      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781826.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1053.81      | 0.00%             | 2027-03-14      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14306826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6896 | PA      | $6969.37      | 0.00%             | 2026-06-17      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8120151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6940 | PA      | $6741.49      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779943.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1322.37      | 0.00%             | 2027-03-14      | Fixed         | 23.77%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13637703.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12981 | PA      | $13234.61     | 0.00%             | 2027-05-30      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2933519.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4599 | PA      | $4548.66      | 0.00%             | 2027-04-12      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2168.81      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8494875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $2544.92      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8434140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $3067.23      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $1829.32      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13630932.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6815 | PA      | $6911.21      | 0.00%             | 2027-04-01      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9135819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2355 | PA      | $2123.26      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7554320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13754 | PA      | $309.58       | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7541534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $115.19       | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50664 | PA      | $48063.98     | 0.02%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9190754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5618 | PA      | $5256.58      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8460 | PA      | $8118.70      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43465 | PA      | $39811.08     | 0.01%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4237 | PA      | $3950.55      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $3888.83      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185488281.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3573 | PA      | $3685.83      | 0.00%             | 2027-01-29      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3038 | PA      | $2889.97      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7344580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $25.74        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7810965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $1595.70      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6030 | PA      | $5914.58      | 0.00%             | 2027-04-11      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11403 | PA      | $10820.12     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8856785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46001 | PA      | $44017.98     | 0.02%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188031790.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9750 | PA      | $9800.87      | 0.00%             | 2027-04-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8821501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2392 | PA      | $2299.91      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $905.81       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8398979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3605 | PA      | $3537.05      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7727853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14265 | PA      | $6259.51      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6124160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3491 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $864.07       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14169 | PA      | $13467.04     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1708139.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10315 | PA      | $10290.28     | 0.00%             | 2027-02-15      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8093329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2383.31      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8222706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1382 | PA      | $1369.72      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4139 | PA      | $4014.26      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185250357.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7282 | PA      | $7383.72      | 0.00%             | 2027-01-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781937.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2517 | PA      | $2477.32      | 0.00%             | 2027-03-14      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2932 | PA      | $37.30        | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8468935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       218 | PA      | $216.53       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780653.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5032 | PA      | $4950.15      | 0.00%             | 2027-03-14      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3160 | PA      | $3040.75      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8077443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1607.25      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8723632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11220 | PA      | $10985.56     | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $842.50       | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657544.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7997 | PA      | $7827.76      | 0.00%             | 2027-02-18      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2011916.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1577.13      | 0.00%             | 2027-04-10      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $3190.64      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9025330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6202 | PA      | $5764.73      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8260785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4153 | PA      | $4020.48      | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8043 | PA      | $7529.83      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7087577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27996 | PA      | $342.65       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2476472.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1814.52      | 0.00%             | 2027-01-21      | Fixed         | 10.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13031523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17489 | PA      | $17767.87     | 0.01%             | 2027-05-13      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $1020.19      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1628383.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $761.22       | 0.00%             | 2026-09-22      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8440684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1751 | PA      | $1442.60      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8695674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $2404.59      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991994026.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $414.86       | 0.00%             | 2027-04-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11750215.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15014 | PA      | $15493.40     | 0.01%             | 2027-02-05      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                       | LaserShip, Inc., First Lien, CME Term Loan, B1                                                    | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    325116 | PA      | $190734.43    | 0.07%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $3052.96      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8237862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2847 | PA      | $1535.14      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9056188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1243 | PA      | $865.02       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7792 | PA      | $7509.34      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2112103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2820.48      | 0.00%             | 2027-04-24      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5570 | PA      | $5337.92      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8251529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9165 | PA      | $8849.10      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1661 | PA      | $1608.97      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8252562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3358 | PA      | $3278.32      | 0.00%             | 2026-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8559173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4968 | PA      | $4008.45      | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nouryon Finance BV                                                                    | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B1                            | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    487200 | PA      | $490094.14    | 0.18%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2677.06      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780366.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $185.82       | 0.00%             | 2027-08-14      | Fixed         | 27.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $2003.20      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $734.67       | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13318759.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3880 | PA      | $4065.13      | 0.00%             | 2027-05-14      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $5028.98      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aretec Group, Inc.                                                                    | Aretec Group, Inc., First Lien, CME Term Loan, B3                                                 | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    742119 | PA      | $744300.80    | 0.27%             | 2030-08-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8013835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $557.45       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2328.37      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8322553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $895.52       | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1486 | PA      | $1462.82      | 0.00%             | 2027-04-11      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8608944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8811 | PA      | $7677.52      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8399504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26392 | PA      | $25204.32     | 0.01%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8849358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $726.37       | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8317690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $3195.93      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5046 | PA      | $4826.41      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2761 | PA      | $2588.85      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805027.86    | 0.29%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $993.54       | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734563.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6439 | PA      | $6386.62      | 0.00%             | 2027-03-24      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8961194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5509 | PA      | $5275.06      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9755 | PA      | $9467.91      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $1662.81      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $920.97       | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8230531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1497.99      | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2391 | PA      | $2166.99      | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $750.19       | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7816 | PA      | $7706.87      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4770 | PA      | $4672.54      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784343.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2331 | PA      | $2291.02      | 0.00%             | 2027-03-14      | Fixed         | 19.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8857808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5963 | PA      | $5763.40      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63505 | PA      | $60986.58     | 0.02%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8659366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $2907.20      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7547341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $11.06        | 0.00%             | 2025-08-29      | 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        |    860284 | PA      | $863411.25    | 0.31%             | 2031-02-14      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1709063.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4867 | PA      | $4843.75      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3804 | PA      | $3712.11      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $2545.76      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2790537.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10890 | PA      | $10677.11     | 0.00%             | 2027-03-14      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DJB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        36 | PA      | $37.31        | 0.00%             | 2030-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7754769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4162 | PA      | $2456.88      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8424693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $1243.88      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784909.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1930 | PA      | $1910.94      | 0.00%             | 2027-03-14      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9062475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $2887.58      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                            | Cloud Software Group, Inc., First Lien, Incremental CME Term Loan, B                              | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    466406 | PA      | $467716.85    | 0.17%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9253430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3907 | PA      | $3606.64      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $924173.10    | 0.34%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $282.24       | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9044383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1165.13      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5602 | PA      | $4979.75      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14952 | PA      | $14626.08     | 0.01%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8537028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4356 | PA      | $4147.62      | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CNT Holdings I Corp.                                                                  | CNT Holdings I Corp., First Lien, 2025 Replacement CME Term Loan                                  | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144664 | PA      | $145183.60    | 0.05%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8856136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3110 | PA      | $3017.32      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8131001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1074.71      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9073723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31982 | PA      | $27754.34     | 0.01%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Virgin Media Bristol LLC                                                              | Virgin Media Bristol LLC, First Lien, Advance CME Term Loan, Q                                    | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    762949 | PA      | $757273.09    | 0.28%             | 2029-01-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992138635.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1732.48      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8393873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $281.18       | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10616 | PA      | $10516.50     | 0.00%             | 2027-03-14      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14188 | PA      | $13747.27     | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $942.30       | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7304 | PA      | $7012.05      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $462.94       | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8726137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3398 | PA      | $3297.50      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8443850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18149 | PA      | $17358.91     | 0.01%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8292229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2095 | PA      | $54.01        | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8970 | PA      | $8625.72      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4662 | PA      | $4514.36      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $2052.46      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $1062.52      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8656804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2906 | PA      | $2840.49      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12814994.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4293 | PA      | $4348.77      | 0.00%             | 2027-03-01      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8106258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7004 | PA      | $6699.41      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9076700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1181 | PA      | $1097.53      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8838852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5643 | PA      | $5464.50      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3448 | PA      | $3047.48      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11813343.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19409 | PA      | $19695.30     | 0.01%             | 2027-02-13      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98884 | PA      | $92010.42     | 0.03%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $189.51       | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4699 | PA      | $4446.31      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7316695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $77.67        | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8835223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1699.50      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35909 | PA      | $31260.27     | 0.01%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8749050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29796 | PA      | $26265.45     | 0.01%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6128 | PA      | $6000.84      | 0.00%             | 2029-01-20      | Fixed         | 18.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9041371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $980.97       | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4245 | PA      | $4180.11      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7763292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20230 | PA      | $343.92       | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2145 | PA      | $2075.01      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744037.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6432 | PA      | $6348.05      | 0.00%             | 2027-04-07      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3268 | PA      | $2845.13      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13018059.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4416 | PA      | $4477.38      | 0.00%             | 2027-03-01      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21784 | PA      | $21091.91     | 0.01%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14258 | PA      | $13515.61     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2261890.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5437 | PA      | $5320.07      | 0.00%             | 2026-12-16      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $793.13       | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9148439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72109 | PA      | $66132.01     | 0.02%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1413 | PA      | $1376.76      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neptune Bidco US, Inc.                                                                | Neptune Bidco US, Inc., First Lien, Dollar CME Term Loan, B                                       | CUSIP: 64069JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305707 | PA      | $289929.44    | 0.11%             | 2029-04-11      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787162.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1811 | PA      | $1785.13      | 0.00%             | 2027-03-14      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5231 | PA      | $4877.41      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9238145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1603.46      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co.             | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $412823.85    | 0.15%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2053 | PA      | $1923.67      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4814 | PA      | $4467.30      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1627 | PA      | $1609.68      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31668 | PA      | $30518.39     | 0.01%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $247.95       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11213 | PA      | $10497.79     | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9168211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13319 | PA      | $12472.80     | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7993140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5681 | PA      | $1154.79      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7810923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $315.07       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9010152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8257 | PA      | $7499.68      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6439919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4906 | PA      | $1.75         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7880873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $443.95       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992239940.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       639 | PA      | $669.00       | 0.00%             | 2027-07-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8419 | PA      | $8127.47      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $1597.41      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13605261.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10798 | PA      | $11119.08     | 0.00%             | 2026-06-30      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $6194.27      | 0.00%             | 2026-12-17      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8861737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32342 | PA      | $31544.05     | 0.01%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8649420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8468 | PA      | $8076.12      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2478227.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3789 | PA      | $3661.74      | 0.00%             | 2027-01-21      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992296704.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1308.60      | 0.00%             | 2027-04-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1753416.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2762.82      | 0.00%             | 2027-04-06      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1308.47      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8735 | PA      | $8418.15      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7505871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $15.69        | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24136 | PA      | $23721.87     | 0.01%             | 2027-03-28      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50997 | PA      | $48807.43     | 0.02%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3475 | PA      | $3297.14      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8393391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $267.89       | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $1603.74      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31416CJQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23646 | PA      | $23979.14     | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7822522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18694 | PA      | $395.71       | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8162728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $330.81       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1739659.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       200 | PA      | $6.76         | 0.00%             | 2035-03-25      | Fixed         | 22.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8354621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $1600.58      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7649965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $591.64       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8352215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $2566.33      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1309.57      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8364244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6973 | PA      | $1177.11      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2926454.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1334.83      | 0.00%             | 2027-04-11      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2762731.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $2913.01      | 0.00%             | 2027-03-14      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $294.36       | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12770485.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3322 | PA      | $3356.99      | 0.00%             | 2027-05-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2933474.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1792.75      | 0.00%             | 2027-04-12      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9669 | PA      | $8875.67      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8628078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3781 | PA      | $3581.71      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266772.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3019 | PA      | $2981.33      | 0.00%             | 2026-12-16      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6022765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $0.00         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992081607.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.67        | 0.00%             | 2025-08-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $551.73       | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32734 | PA      | $31344.40     | 0.01%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9168508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40376 | PA      | $37789.51     | 0.01%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11811501.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2700 | PA      | $2716.19      | 0.00%             | 2026-07-12      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2478675.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8378 | PA      | $8246.63      | 0.00%             | 2027-01-21      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1389.18      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1243.08      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6685 | PA      | $6284.93      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17499 | PA      | $16800.88     | 0.01%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9156105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14405 | PA      | $13469.98     | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13251661.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13173 | PA      | $13702.90     | 0.00%             | 2027-03-29      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4722 | PA      | $4523.13      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9186054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3092.40      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8537543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67354 | PA      | $59758.52     | 0.02%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7611097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $38.12        | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7024779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $411.68       | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $2248.90      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10682 | PA      | $10266.94     | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7196 | PA      | $7005.72      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8160 | PA      | $7864.74      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931119.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1726.40      | 0.00%             | 2027-04-11      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9179564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13472 | PA      | $12600.52     | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2662 | PA      | $2495.92      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8595911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27090 | PA      | $19558.17     | 0.01%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8003707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $87.72        | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934323.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $1642.16      | 0.00%             | 2027-04-12      | Fixed         | 14.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6552833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1.53         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3633 | PA      | $3559.89      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477602.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1825 | PA      | $1796.35      | 0.00%             | 2027-01-21      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780321.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3650 | PA      | $3598.19      | 0.00%             | 2027-08-14      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8788146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11665 | PA      | $10859.95     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8478767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $117.90       | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2652 | PA      | $2371.60      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7627124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $76.66        | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8714787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12127 | PA      | $11819.95     | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7010981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $9.71         | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8353267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9430 | PA      | $9341.27      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1661 | PA      | $1592.69      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7541004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       232 | PA      | $153.59       | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19527 | PA      | $12900.48     | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8836387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7912 | PA      | $7518.61      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8940727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6512 | PA      | $6233.84      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7320914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       935 | PA      | $363.98       | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9105063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $3069.54      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9067633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19555 | PA      | $18661.96     | 0.01%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $437.19       | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8259886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4295 | PA      | $4250.94      | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49037 | PA      | $46337.49     | 0.02%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8104677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6460 | PA      | $5562.24      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7958110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7758 | PA      | $170.83       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2475028.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1950.54      | 0.00%             | 2027-01-20      | Fixed         | 14.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41108 | PA      | $39613.40     | 0.01%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12236101.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $886.88       | 0.00%             | 2035-07-11      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1187.77      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8029441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $341.55       | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13663645.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12905 | PA      | $13119.87     | 0.00%             | 2027-05-15      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8887178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16075 | PA      | $15490.38     | 0.01%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8079551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $876.70       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8188243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9297 | PA      | $9188.58      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12886960.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1482.57      | 0.00%             | 2026-09-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786023.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3306 | PA      | $3247.56      | 0.00%             | 2027-03-14      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2761176.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4042 | PA      | $560.07       | 0.00%             | 2027-08-14      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4399 | PA      | $4026.57      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8229430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $2213.18      | 0.00%             | 2026-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14617 | PA      | $13877.74     | 0.01%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786761.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1452.10      | 0.00%             | 2027-08-14      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933032.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8593 | PA      | $8419.61      | 0.00%             | 2027-04-12      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15481 | PA      | $14156.84     | 0.01%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186058311.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18991 | PA      | $0.00         | 0.00%             | 2027-02-15      | Fixed         | 15.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51850 | PA      | $50000.26     | 0.02%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13892 | PA      | $13445.17     | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $622.80       | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16418 | PA      | $15933.64     | 0.01%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8026706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $723.33       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7864315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7642 | PA      | $144.76       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2779 | PA      | $2732.05      | 0.00%             | 2027-03-14      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7030 | PA      | $6576.10      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8011467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $588.26       | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992001193.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2072 | PA      | $2043.37      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6267406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $0.12         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14234 | PA      | $13525.99     | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8495924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $37.94        | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8006138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $1202.69      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8378037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8766 | PA      | $8700.46      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $1974.27      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7980125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $1571.28      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $206349.20    | 0.07%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878 | PA      | $1841.65      | 0.00%             | 2027-03-14      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3138YVHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252004 | PA      | $236219.54    | 0.09%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524253.97    | 0.19%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1520970 | PA      | $1441410.53   | 0.52%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8072375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $2879.54      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8822510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $545.03       | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8849329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $356.57       | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4205 | PA      | $4116.23      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8988860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $1197.83      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1660968.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3818 | PA      | $3788.90      | 0.00%             | 2026-11-05      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8188774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $394.65       | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1779 | PA      | $1725.83      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1427.55      | 0.00%             | 2026-07-17      | None          | 0.00%                 | 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        |   1124827 | PA      | $1126334.65   | 0.41%             | 2028-02-11      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7410796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $73.67        | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9143818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3846 | PA      | $3559.01      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8599843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28902 | PA      | $26432.62     | 0.01%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992058890.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $111.62       | 0.00%             | 2029-01-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9230722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12578 | PA      | $11479.00     | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7853962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30459 | PA      | $744.98       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783211.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12976 | PA      | $12721.52     | 0.00%             | 2027-03-14      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2790163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1104.77      | 0.00%             | 2028-01-14      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8394030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $624.78       | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6282 | PA      | $4030.05      | 0.00%             | 2027-03-14      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $725.97       | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8480 | PA      | $7850.64      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185662157.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7703 | PA      | $7656.61      | 0.00%             | 2027-02-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185846086.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14423 | PA      | $0.00         | 0.00%             | 2027-02-11      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782941.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1591.41      | 0.00%             | 2027-08-14      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2151 | PA      | $2130.32      | 0.00%             | 2027-03-14      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6043 | PA      | $5795.63      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $1268.15      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9177044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46295 | PA      | $42177.19     | 0.02%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9083077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $1327.48      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7795103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5594 | PA      | $86.41        | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6134817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2697 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2352.35      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9042 | PA      | $8431.57      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5352 | PA      | $5139.67      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928696.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $1337.74      | 0.00%             | 2027-09-11      | Fixed         | 27.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28346 | PA      | $26540.99     | 0.01%             | 2026-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2528 | PA      | $2455.16      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7587307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48237 | PA      | $833.63       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6701879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $1.35         | 0.00%             | 2034-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2360.10      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476598.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4017 | PA      | $3934.76      | 0.00%             | 2027-01-21      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8522 | PA      | $8244.95      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7606 | PA      | $7504.25      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8544934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13536 | PA      | $13181.33     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12412882.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15252 | PA      | $15881.83     | 0.01%             | 2027-05-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8187560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3506 | PA      | $3173.39      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7350364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $1048.29      | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7825506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $1052.19      | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8167883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $1023.11      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8604048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $868.70       | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7202 | PA      | $6625.41      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $720385.40    | 0.26%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787532.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $594.20       | 0.00%             | 2027-03-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $626.65       | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $1594.75      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9257384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6583 | PA      | $6031.50      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7561998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $3.51         | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992425148.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $179.18       | 0.00%             | 2026-08-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7956716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11008 | PA      | $10241.72     | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7969108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1460.50      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boyne USA, Inc.                                                                       | Boyne USA, Inc.                                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $291290.34    | 0.11%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1859.96      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6248 | PA      | $5646.98      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8241177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $124.33       | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9089855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8211 | PA      | $7908.24      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2184.60      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9247347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8099 | PA      | $7427.91      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8334149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7216 | PA      | $7096.94      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7381323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8399 | PA      | $977.09       | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4365 | PA      | $4196.32      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932213.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3992 | PA      | $3919.27      | 0.00%             | 2027-04-11      | Fixed         | 19.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932028.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6974 | PA      | $6869.82      | 0.00%             | 2027-04-11      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2652797.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $843.84       | 0.00%             | 2027-02-18      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9187149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $1472.45      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6399623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3629 | PA      | $0.00         | 0.00%             | 2034-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8648277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62953 | PA      | $61201.52     | 0.02%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783523.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2093 | PA      | $2060.81      | 0.00%             | 2027-03-14      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4604 | PA      | $4151.21      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7635792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $241.12       | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2776854.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10885 | PA      | $10671.29     | 0.00%             | 2027-03-14      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8318972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19329 | PA      | $18812.56     | 0.01%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8696649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11946 | PA      | $11730.49     | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7142 | PA      | $6804.38      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13008146.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6754 | PA      | $7015.38      | 0.00%             | 2027-04-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9124448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8375 | PA      | $7925.31      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12249171.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1230.96      | 0.00%             | 2027-03-12      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9224987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $4069.84      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8361519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5898 | PA      | $3722.55      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8023992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12196 | PA      | $2448.10      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3249.12      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743137.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8576 | PA      | $8462.20      | 0.00%             | 2027-04-06      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10364 | PA      | $9532.69      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15408 | PA      | $13468.23     | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7909998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $130.30       | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13968 | PA      | $13405.80     | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789463.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4309.99      | 0.00%             | 2027-03-20      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8113077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1477.58      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9125105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9968 | PA      | $9410.50      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3049 | PA      | $444.96       | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781880.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8647 | PA      | $8470.74      | 0.00%             | 2027-03-14      | Fixed         | 10.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7768208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30398 | PA      | $17761.26     | 0.01%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11746987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7951 | PA      | $8312.44      | 0.00%             | 2026-09-05      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7313548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18531 | PA      | $3779.13      | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784786.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19198 | PA      | $2779.81      | 0.00%             | 2027-08-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13061057.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7236 | PA      | $7354.37      | 0.00%             | 2027-03-16      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2655801.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $2271.22      | 0.00%             | 2027-02-18      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6874224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12670 | PA      | $86.11        | 0.00%             | 2035-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1359.09      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $418.19       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                              | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $409422.00    | 0.15%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8599640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25523 | PA      | $24986.88     | 0.01%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13517 | PA      | $12857.48     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2260922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2857 | PA      | $2801.44      | 0.00%             | 2026-12-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7776652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3878 | PA      | $2566.47      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $542.81       | 0.00%             | 2027-03-14      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2790205.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $790.21       | 0.00%             | 2027-03-14      | Fixed         | 20.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266148.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1976 | PA      | $1313.79      | 0.00%             | 2026-12-21      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7450427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6225 | PA      | $2520.40      | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9056928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13315 | PA      | $12729.51     | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7290561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28751 | PA      | $1108.25      | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9191893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $1817.21      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7815440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $2266.62      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781320.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12652 | PA      | $12397.54     | 0.00%             | 2027-03-14      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6401578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $0.00         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9037875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21685 | PA      | $20710.17     | 0.01%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9068071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6242 | PA      | $5609.27      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15163 | PA      | $15024.01     | 0.01%             | 2027-08-14      | Fixed         | 19.30%                | 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        |      1477 | PA      | $834.17       | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1223.15      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740175.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $2454.03      | 0.00%             | 2027-03-22      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8865003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44882 | PA      | $42313.48     | 0.02%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784959.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5418 | PA      | $5326.04      | 0.00%             | 2027-03-28      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7559058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $1516.80      | 0.00%             | 2025-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657294.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10350 | PA      | $6580.98      | 0.00%             | 2027-12-18      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47691 | PA      | $45758.94     | 0.02%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $610.71       | 0.00%             | 2027-01-21      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2952 | PA      | $2879.87      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RelaDyne, Inc.                                                                        | RelaDyne, Inc., First Lien, CME Term Loan                                                         | CUSIP: 00149HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101784 | PA      | $102230.68    | 0.04%             | 2030-12-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5327 | PA      | $5194.91      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13925 | PA      | $12317.84     | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789146.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $3123.11      | 0.00%             | 2027-08-25      | Fixed         | 27.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21823 | PA      | $18212.50     | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8747743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6790 | PA      | $6484.73      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785903.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4620 | PA      | $4545.83      | 0.00%             | 2027-03-28      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9119328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6509 | PA      | $6189.53      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4379 | PA      | $3993.28      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933315.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2916 | PA      | $2885.88      | 0.00%             | 2027-04-12      | Fixed         | 21.57%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296QKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15793 | PA      | $16264.69     | 0.01%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                 | Chobani Holdco II LLC                                                                             | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104195 | PA      | $111839.89    | 0.04%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8160800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3351 | PA      | $2684.78      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9194966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8459 | PA      | $7781.23      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $1551.17      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8189307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $654.91       | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $547.26       | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9185576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8204 | PA      | $7674.99      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18481 | PA      | $18077.68     | 0.01%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931244.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $1079.81      | 0.00%             | 2027-04-11      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187765035.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12190 | PA      | $12414.48     | 0.00%             | 2027-04-04      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6946527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $87.92        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11609592.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17865 | PA      | $18175.04     | 0.01%             | 2027-02-24      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3109 | PA      | $3048.96      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8961533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13779 | PA      | $13231.39     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4501 | PA      | $4206.42      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $277.08       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3380 | PA      | $3214.24      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6879258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $5.75         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784987.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9487 | PA      | $96.93        | 0.00%             | 2027-03-14      | Fixed         | 27.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6242376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5760 | PA      | $0.00         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $1640.52      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5204 | PA      | $4990.67      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6404470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11152 | PA      | $1.67         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2927920.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7235 | PA      | $7103.26      | 0.00%             | 2027-04-11      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788870.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $3041.53      | 0.00%             | 2027-03-14      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1666392.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2051 | PA      | $2040.47      | 0.00%             | 2026-11-09      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9234284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3726 | PA      | $3482.69      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9008313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2741 | PA      | $2608.10      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992172097.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $2.45         | 0.00%             | 2030-07-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7629219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5377 | PA      | $2711.76      | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1164.05      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8031301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2124 | PA      | $1896.74      | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8238048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6638 | PA      | $4527.15      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7925941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1328 | PA      | $1172.19      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $406924.00    | 0.15%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2653836.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $1045.82      | 0.00%             | 2027-02-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Gen Digital, Inc.                                                                     | Gen Digital, Inc.                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257335.50    | 0.09%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8433471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1070.43      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32971 | PA      | $31511.77     | 0.01%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13672139.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8872 | PA      | $9053.05      | 0.00%             | 2027-05-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4848 | PA      | $4652.92      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30727 | PA      | $29450.28     | 0.01%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $873.98       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786241.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10510 | PA      | $10298.88     | 0.00%             | 2027-03-14      | Fixed         | 12.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9040633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2187 | PA      | $2110.35      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $870.33       | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14409335.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $2750.85      | 0.00%             | 2026-07-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992074861.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2130 | PA      | $454.96       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2111387.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2314.53      | 0.00%             | 2026-11-24      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111539.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $2540.18      | 0.00%             | 2026-11-24      | Fixed         | 8.17%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3829 | PA      | $3643.52      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9018977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12530 | PA      | $11481.51     | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5051 | PA      | $4734.47      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1656189.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4265 | PA      | $4335.41      | 0.00%             | 2026-10-28      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6419 | PA      | $5907.03      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2488 | PA      | $2425.92      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783555.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1456.55      | 0.00%             | 2027-03-14      | Fixed         | 25.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10563 | PA      | $9893.00      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9110690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36071 | PA      | $34473.61     | 0.01%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8736763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5234 | PA      | $5093.40      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17763 | PA      | $17062.74     | 0.01%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1658134.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1650 | PA      | $1647.58      | 0.00%             | 2026-11-08      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8090392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16824 | PA      | $10231.42     | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9114 | PA      | $8535.80      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8195154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $1902.79      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Party City Holdco, Inc.                                                               | Party City Holdco, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |        10 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8314799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7681 | PA      | $7327.43      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7729945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $25.27        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7330811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $204.92       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2790314.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5688 | PA      | $5605.58      | 0.00%             | 2027-03-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14510576.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6245 | PA      | $6569.68      | 0.00%             | 2027-06-24      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $991.00       | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $918.33       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8395846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9830 | PA      | $9644.87      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11248 | PA      | $10592.92     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10856578.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1573.09      | 0.00%             | 2025-12-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8149805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6063 | PA      | $5966.21      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787191.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13824 | PA      | $8823.10      | 0.00%             | 2027-03-14      | Fixed         | 14.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8060903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2143 | PA      | $1579.48      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1775.47      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8181504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1949.00      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3509 | PA      | $3441.48      | 0.00%             | 2027-03-14      | Fixed         | 14.78%                | 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        |    571880 | PA      | $308160.20    | 0.11%             | 2028-11-01      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2267899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3834 | PA      | $3756.68      | 0.00%             | 2026-12-17      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8707 | PA      | $8466.23      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9258130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3468 | PA      | $3185.94      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8515216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $612.52       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8649808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9376 | PA      | $7673.59      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6474 | PA      | $6052.77      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                             | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class CR2                              | CUSIP: 14310MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505399.05   | 0.55%             | 2031-04-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9258210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25196 | PA      | $23252.26     | 0.01%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7652755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3239 | PA      | $1994.67      | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12961 | PA      | $12614.55     | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6709139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $1.31         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $2200.57      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1762 | PA      | $1692.65      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    579564 | PA      | $529363.45    | 0.19%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8669844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4900 | PA      | $4816.64      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8294 | PA      | $7758.65      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $3723.52      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743348.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10180 | PA      | $10387.59     | 0.00%             | 2027-03-23      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8815 | PA      | $8523.65      | 0.00%             | 2027-01-21      | Fixed         | 6.59%                 | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                            | Prime Security Services Borrower LLC / Prime Finance, Inc.                                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $581678.28    | 0.21%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9034 | PA      | $8700.88      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786841.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4155 | PA      | $4070.78      | 0.00%             | 2027-03-14      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783492.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6516 | PA      | $6388.32      | 0.00%             | 2027-03-14      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7803525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3578 | PA      | $2138.10      | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8648035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $760.36       | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $1451.38      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8824149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68790 | PA      | $65906.16     | 0.02%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                             | Crown Subsea Communications Holding, Inc., First Lien, 2024 Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    128342 | PA      | $129331.78    | 0.05%             | 2031-01-30      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9424 | PA      | $9035.17      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8658327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $911.77       | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9122203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7077 | PA      | $6666.96      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656424.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $1449.61      | 0.00%             | 2027-02-18      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6842 | PA      | $6449.91      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3403 | PA      | $3081.36      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11610 | PA      | $11433.25     | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1872 | PA      | $1724.41      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $216.69       | 0.00%             | 2027-03-14      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3295 | PA      | $3087.33      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782850.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $606.32       | 0.00%             | 2025-08-14      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13940 | PA      | $10128.41     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8316445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10154 | PA      | $212.71       | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8071615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       712 | PA      | $291.80       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27662 | PA      | $24574.30     | 0.01%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9428 | PA      | $9034.53      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2842 | PA      | $2775.81      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8657546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1631.34      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8005029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10934 | PA      | $271.62       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $1955.42      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1670.13      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8077095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6602 | PA      | $5095.54      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5993 | PA      | $5612.59      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8736591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $2900.20      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1741336.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3859 | PA      | $4039.02      | 0.00%             | 2027-04-01      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785893.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $1051.29      | 0.00%             | 2027-08-14      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2573 | PA      | $2439.66      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8795948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36869 | PA      | $35681.46     | 0.01%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4163 | PA      | $3724.99      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8014032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $1768.09      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $262.85       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2733 | PA      | $2483.66      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9186471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $2774.55      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $722.38       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4133 | PA      | $3982.18      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2596 | PA      | $2507.97      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6926 | PA      | $6659.71      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8459389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $851.75       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9073019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1216.51      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8691610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2356 | PA      | $2253.50      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2365.64      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8901624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2629 | PA      | $1815.14      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1542 | PA      | $1506.52      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2754559.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11554 | PA      | $11439.10     | 0.00%             | 2027-03-14      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9105200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9600 | PA      | $9228.10      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8276296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5498 | PA      | $5235.68      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992189172.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $66.55        | 0.00%             | 2030-07-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8717541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38428 | PA      | $37833.44     | 0.01%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9080 | PA      | $8589.95      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8107429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $337.71       | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782211.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $1969.44      | 0.00%             | 2027-03-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9296 | PA      | $4665.62      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9242922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2868 | PA      | $2668.69      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $1575.35      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7469386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3617 | PA      | $2142.54      | 0.00%             | 2025-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992193819.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $79.49        | 0.00%             | 2027-11-29      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992384297.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13273 | PA      | $12395.13     | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $148.27       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8883246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3419 | PA      | $3272.17      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1722523.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1228.40      | 0.00%             | 2026-09-16      | Fixed         | 21.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6273 | PA      | $6157.26      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9503 | PA      | $9112.89      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6065 | PA      | $5693.27      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12677509.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11972 | PA      | $12143.79     | 0.00%             | 2027-02-22      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                           | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191357.12    | 0.07%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4579 | PA      | $4394.59      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932713.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8154 | PA      | $8015.37      | 0.00%             | 2027-04-12      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784974.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18560 | PA      | $18129.62     | 0.01%             | 2027-03-14      | Fixed         | 8.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8164437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $118.56       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8791974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2254 | PA      | $2156.50      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $1995.33      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8116917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7664 | PA      | $3908.95      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2265342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $1437.56      | 0.00%             | 2026-12-16      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1248.59      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8505150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13900 | PA      | $13370.97     | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12758120.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10898 | PA      | $11049.56     | 0.00%             | 2027-04-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787432.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12120 | PA      | $882.02       | 0.00%             | 2027-03-28      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8122313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $723.76       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6408982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $1.53         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308683.48    | 0.11%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931670.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1397.31      | 0.00%             | 2027-04-11      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12432 | PA      | $11928.09     | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9192699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $3279.29      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1944.27      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8919093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $2203.56      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9052402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2554 | PA      | $2344.81      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8259353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6123 | PA      | $97.36        | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9064251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11989 | PA      | $11488.48     | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789132.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4244 | PA      | $2809.97      | 0.00%             | 2027-03-23      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782107.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5067 | PA      | $4980.12      | 0.00%             | 2027-03-14      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7036165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6631 | PA      | $50.89        | 0.00%             | 2035-03-20      | None          | 0.00%                 | 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        |    470684 | PA      | $468292.94    | 0.17%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7991968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2711 | PA      | $39.21        | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992365170.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992394901.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $11.75        | 0.00%             | 2030-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7019058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $597.95       | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6511 | PA      | $6190.39      | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1648957.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3645.74      | 0.00%             | 2026-10-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8443128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21960 | PA      | $17366.41     | 0.01%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2149.02      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30544 | PA      | $29279.99     | 0.01%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                                      | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106662.79    | 0.04%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $116.26       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8239466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1546.95      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9187508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27189 | PA      | $24799.37     | 0.01%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9168118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7447 | PA      | $6972.61      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TK Elevator Midco GmbH                                                                | TK Elevator Midco GmbH, First Lien, CME Term Loan, B1                                             | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    687089 | PA      | $689666.02    | 0.25%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10817 | PA      | $10399.89     | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2870 | PA      | $205.20       | 0.00%             | 2027-03-14      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2317.68      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13170 | PA      | $12304.77     | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13309 | PA      | $12877.66     | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8142705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1537.58      | 0.00%             | 2026-02-28      | 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        |    466346 | PA      | $447407.79    | 0.16%             | 2028-10-04      | Variable      | 8.19%                 | 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        |   1284108 | PA      | $1268056.59   | 0.46%             | 2029-01-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6120695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16890 | PA      | $0.35         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp., 163432488.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $684.72       | 0.00%             | 2035-07-15      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8277642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2912 | PA      | $2849.20      | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9144454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6777 | PA      | $6177.61      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8051096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $500.96       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9322 | PA      | $8692.20      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12775739.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5157 | PA      | $5394.72      | 0.00%             | 2027-05-10      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3560 | PA      | $3429.35      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7776077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3000 | PA      | $1656.61      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14212 | PA      | $13718.92     | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701330.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4071 | PA      | $4134.23      | 0.00%             | 2027-01-15      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8066390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4733 | PA      | $4560.79      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -347798 | PA      | $-347797.57   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9156236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3083 | PA      | $2796.17      | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2268177.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1863.61      | 0.00%             | 2027-10-17      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8118325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $704.51       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6285826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11789 | PA      | $0.00         | 0.00%             | 2034-07-07      | None          | 0.00%                 | 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        |    466190 | PA      | $449407.60    | 0.16%             | 2028-10-09      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929135.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2932 | PA      | $712.59       | 0.00%             | 2027-04-11      | Fixed         | 20.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2227 | PA      | $1389.69      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6200483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3807 | PA      | $0.08         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $931.81       | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7404632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5041 | PA      | $95.80        | 0.00%             | 2035-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269673.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $425.75       | 0.00%             | 2026-12-17      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784105.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6259 | PA      | $6132.87      | 0.00%             | 2027-03-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Flynn Restaurant Group LP                                                             | Flynn Restaurant Group LP, First Lien, CME Term Loan                                              | CUSIP: 34410JAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    753976 | PA      | $758876.96    | 0.28%             | 2028-12-01      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782935.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4093 | PA      | $4033.35      | 0.00%             | 2027-03-14      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $864.74       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $2487.31      | 0.00%             | 2027-03-21      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3806 | PA      | $3594.39      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3273 | PA      | $3111.58      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476940.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $836.37       | 0.00%             | 2027-01-21      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2727 | PA      | $2678.91      | 0.00%             | 2027-04-12      | Fixed         | 23.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8280308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7492 | PA      | $72.22        | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2559 | PA      | $2461.43      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73149.31     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7938163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $830.60       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kobe US Midco 2, Inc.                                                                 | Kobe US Midco 2, Inc.                                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243101 | PA      | $218487.02    | 0.08%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6210 | PA      | $5898.47      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744812.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6518 | PA      | $6482.60      | 0.00%             | 2027-03-24      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8240825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15864 | PA      | $15550.12     | 0.01%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12243437.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12805 | PA      | $12999.12     | 0.00%             | 2027-03-04      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2528.77      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8854037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45873 | PA      | $38143.90     | 0.01%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8701882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18000 | PA      | $16234.34     | 0.01%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11693943.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14148 | PA      | $14340.67     | 0.01%             | 2027-02-06      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7284 | PA      | $4890.12      | 0.00%             | 2027-03-14      | Fixed         | 25.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8510852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3226 | PA      | $3114.93      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7950354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       129 | PA      | $128.10       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1890284.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $837.31       | 0.00%             | 2026-10-21      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4214 | PA      | $4095.07      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14276082.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9615 | PA      | $1088.33      | 0.00%             | 2026-06-15      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3100 | PA      | $2889.32      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8835457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1842.22      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1751044.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11406 | PA      | $11290.88     | 0.00%             | 2027-04-15      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                             | Michaels Cos., Inc. (The), First Lien, CME Term Loan, B                                           | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    979682 | PA      | $823545.50    | 0.30%             | 2028-04-17      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8506275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11637 | PA      | $11510.60     | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6524 | PA      | $6131.81      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13696 | PA      | $12557.98     | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12934173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4040 | PA      | $4075.13      | 0.00%             | 2026-03-08      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12495 | PA      | $11510.01     | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9258787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18769 | PA      | $17204.12     | 0.01%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8663251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3173 | PA      | $3065.51      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6812718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8701 | PA      | $24.46        | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7578624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $251.77       | 0.00%             | 2025-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782134.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5216 | PA      | $5161.47      | 0.00%             | 2027-03-14      | Fixed         | 15.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6059 | PA      | $5529.83      | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781108.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $1840.62      | 0.00%             | 2027-03-14      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                         | Dornoch Debt Merger Sub, Inc.                                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1357363.00   | 0.49%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840 | PA      | $1744.73      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781769.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9166 | PA      | $8947.02      | 0.00%             | 2027-08-14      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2654911.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $951.47       | 0.00%             | 2027-02-18      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8698279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6655 | PA      | $5682.96      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8332 | PA      | $8050.94      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2017313.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1797.51      | 0.00%             | 2026-11-10      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6747289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3359 | PA      | $13.12        | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4630 | PA      | $4419.28      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9050084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $1707.99      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740997.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10048 | PA      | $1352.43      | 0.00%             | 2027-03-23      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10101 | PA      | $9539.11      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 184468285.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6894 | PA      | $0.00         | 0.00%             | 2027-01-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6939326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8134 | PA      | $45.79        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1892234.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4878 | PA      | $4810.94      | 0.00%             | 2026-10-21      | Fixed         | 27.37%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187535555.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24264 | PA      | $0.00         | 0.00%             | 2027-03-31      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2680.77      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70810 | PA      | $65804.76     | 0.02%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9248661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25935 | PA      | $24023.63     | 0.01%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8260298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2635 | PA      | $2609.28      | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7690666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1005.41      | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $2089.60      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1640.01      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2762807.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $489.91       | 0.00%             | 2027-03-14      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2973 | PA      | $2710.85      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6840796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3787 | PA      | $817.23       | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6896 | PA      | $6665.75      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1490.95      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $1575.37      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2771055.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4196 | PA      | $4123.86      | 0.00%             | 2028-01-21      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6723 | PA      | $6420.29      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2479183.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $3093.03      | 0.00%             | 2027-01-21      | Fixed         | 10.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8057935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7289 | PA      | $5720.49      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2997 | PA      | $2110.84      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7179478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7904 | PA      | $190.36       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12101 | PA      | $11560.66     | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2934816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4694 | PA      | $4622.33      | 0.00%             | 2027-04-12      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21913 | PA      | $21047.22     | 0.01%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1547.01      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1721156.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8447 | PA      | $8313.30      | 0.00%             | 2026-09-16      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934719.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7090 | PA      | $6867.59      | 0.00%             | 2027-04-12      | Fixed         | 5.89%                 | No            |                  3 | On Loan: No      |
| Opal LLC                                                                              | Opal LLC, First Lien, CME Term Loan, B2                                                           | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700000 | PA      | $703720.50    | 0.26%             | 2032-03-31      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780427.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1510.13      | 0.00%             | 2027-03-14      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7873369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13098 | PA      | $3127.96      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6828597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1851 | PA      | $15.88        | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $580.67       | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9186187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $409.93       | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784087.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1548.03      | 0.00%             | 2027-03-14      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4312 | PA      | $4162.07      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1714540.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7135 | PA      | $7086.07      | 0.00%             | 2027-02-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $1336.19      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8012289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8215 | PA      | $99.70        | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9248019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5605 | PA      | $5237.39      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8954264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43216 | PA      | $40616.30     | 0.01%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7813 | PA      | $7192.66      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992003469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2018097.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $732.41       | 0.00%             | 2026-11-10      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12758093.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7689 | PA      | $7805.83      | 0.00%             | 2027-03-29      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3644 | PA      | $3526.22      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $2035.86      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6499066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2376 | PA      | $1.75         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8691252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $997.25       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2229.10      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7864 | PA      | $6989.84      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2256936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7193 | PA      | $7040.67      | 0.00%             | 2026-12-16      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6481 | PA      | $6340.68      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744568.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5295 | PA      | $5225.62      | 0.00%             | 2027-04-20      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8152809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15614 | PA      | $14855.53     | 0.01%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4629 | PA      | $4420.61      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8458348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4649 | PA      | $4566.53      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7574775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18775 | PA      | $9458.48      | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787016.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11601 | PA      | $7503.57      | 0.00%             | 2027-08-14      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9208893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4749 | PA      | $4403.13      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1742146.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3881 | PA      | $3843.96      | 0.00%             | 2027-03-31      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992083215.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $49.67        | 0.00%             | 2026-06-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9035082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2501.80      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3878 | PA      | $3663.47      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6359 | PA      | $6003.17      | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8835495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1261.75      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8938614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36253 | PA      | $32745.70     | 0.01%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $1991.61      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2925660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $651.04       | 0.00%             | 2027-04-11      | Fixed         | 12.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1583.52      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8931722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $756.52       | 0.00%             | 2026-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8822702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18529 | PA      | $18123.33     | 0.01%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8331456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4004 | PA      | $3946.15      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7529705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9719 | PA      | $386.17       | 0.00%             | 2025-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786123.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1682.21      | 0.00%             | 2027-08-14      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7598 | PA      | $6879.11      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7302660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $19.45        | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262690.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3149 | PA      | $3083.87      | 0.00%             | 2026-12-16      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782447.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8937 | PA      | $8731.69      | 0.00%             | 2027-03-14      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4122 | PA      | $3752.83      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2997 | PA      | $2916.59      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7006543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5929 | PA      | $82.84        | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8795309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18273 | PA      | $16926.95     | 0.01%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8656641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2968 | PA      | $2910.45      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $576.79       | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8835942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24384 | PA      | $21747.77     | 0.01%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7890022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4915 | PA      | $3501.51      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1719 | PA      | $1633.93      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8487890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5013 | PA      | $4894.55      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2248 | PA      | $2166.59      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782406.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $731.86       | 0.00%             | 2027-03-14      | Fixed         | 24.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8161145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       701 | PA      | $696.85       | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9165709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44828 | PA      | $40918.32     | 0.01%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Varsity Brands, Inc.                                                                  | Varsity Brands, Inc., First Lien, CME Term Loan, B                                                | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    447596 | PA      | $448086.27    | 0.16%             | 2031-08-26      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1014.82      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8346312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2033 | PA      | $1957.68      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3801 | PA      | $3601.03      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $3516.22      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4423 | PA      | $4130.17      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28171 | PA      | $27264.47     | 0.01%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8349 | PA      | $8154.54      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8785237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13098 | PA      | $12551.07     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10927 | PA      | $7201.94      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |  -1080790 | PA      | $-1080790.22  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6913617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11248 | PA      | $96.10        | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6749151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $5.41         | 0.00%             | 2034-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8858595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23798 | PA      | $23031.93     | 0.01%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7336 | PA      | $7053.88      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8691436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5849 | PA      | $4836.18      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8643564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $974.36       | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188040936.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7358 | PA      | $7371.10      | 0.00%             | 2027-04-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $5661.45      | 0.00%             | 2027-03-14      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992367182.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992402637.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $2804.11      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1722389.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9749 | PA      | $6999.15      | 0.00%             | 2026-09-16      | Fixed         | 21.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7843814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $24.84        | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2655 | PA      | $2549.58      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8590787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8263 | PA      | $7978.76      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17457 | PA      | $17072.73     | 0.01%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9132550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46583 | PA      | $43631.34     | 0.02%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8498574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7148 | PA      | $6920.73      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8386601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10835 | PA      | $10498.85     | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8378529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1749 | PA      | $1135.19      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17443 | PA      | $17102.41     | 0.01%             | 2027-03-14      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7868495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $116.42       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9018602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1519.07      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13438034.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $2025.62      | 0.00%             | 2027-05-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9039481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39427 | PA      | $37178.59     | 0.01%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1565.10      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $2134.92      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6153438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7548 | PA      | $0.31         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8990399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1921 | PA      | $1847.44      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1360 | PA      | $1182.16      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931393.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3229.74      | 0.00%             | 2027-04-11      | Fixed         | 23.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $789.30       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1525.20      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2856 | PA      | $2713.02      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787246.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $974.86       | 0.00%             | 2027-03-14      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $940.75       | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930146.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $529.84       | 0.00%             | 2027-04-11      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2751 | PA      | $2614.99      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8938236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1611.55      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4123 | PA      | $3944.39      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $528.74       | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       712 | PA      | $688.42       | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785536.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11745 | PA      | $11645.53     | 0.00%             | 2027-08-28      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4867 | PA      | $4424.79      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8724926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12071 | PA      | $11566.10     | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6265 | PA      | $6054.35      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8491628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4141 | PA      | $4058.48      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8355818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5793 | PA      | $4964.54      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9175985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4884 | PA      | $4551.52      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7491010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5510 | PA      | $111.47       | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $205.56       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1890982.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2465 | PA      | $2438.90      | 0.00%             | 2026-10-21      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21492 | PA      | $19575.50     | 0.01%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9133101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1966 | PA      | $1792.06      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    625000 | PA      | $646432.43    | 0.23%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9254146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3267 | PA      | $2992.96      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10453183.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14615 | PA      | $14853.52     | 0.01%             | 2026-11-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8478806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11127 | PA      | $9966.94      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2653746.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $1048.86      | 0.00%             | 2027-02-18      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13301 | PA      | $12938.89     | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6026172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9066243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10280 | PA      | $9716.85      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5967 | PA      | $135.51       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8604756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $44.43        | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10569 | PA      | $9832.45      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7736498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8039 | PA      | $3115.16      | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1323.42      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20335 | PA      | $18533.07     | 0.01%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13060974.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15961 | PA      | $16704.57     | 0.01%             | 2027-04-28      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7780702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2163 | PA      | $1222.68      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9138929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3521 | PA      | $3296.89      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10932 | PA      | $10264.38     | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8663012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5333 | PA      | $5050.57      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931075.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5669 | PA      | $5549.07      | 0.00%             | 2027-04-11      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930708.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $593.75       | 0.00%             | 2027-04-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $2268.49      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8229522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6826 | PA      | $6705.13      | 0.00%             | 2026-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 20 Year                                                                          | CUSIP: 3128CUMW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13754 | PA      | $14223.32     | 0.01%             | 2027-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2609.22      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bally's Corp.                                                                         | Bally's Corp., First Lien, CME Term Loan, B                                                       | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    970447 | PA      | $861271.46    | 0.31%             | 2028-10-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3313 | PA      | $3107.68      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3560 | PA      | $3294.51      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12231685.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19734 | PA      | $20516.36     | 0.01%             | 2027-03-31      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9135850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5597 | PA      | $5119.06      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3694 | PA      | $3534.02      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8450587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2558 | PA      | $2464.00      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6443946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $1.24         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780204.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4687 | PA      | $4609.85      | 0.00%             | 2027-03-17      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3220 | PA      | $3074.74      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4153 | PA      | $3677.32      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31447 | PA      | $26315.37     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8838693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $5074.11      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9143890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5421 | PA      | $5019.86      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2764977.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4303 | PA      | $4203.58      | 0.00%             | 2027-03-14      | Fixed         | 8.36%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp.                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1228972.86   | 0.45%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24484 | PA      | $23238.00     | 0.01%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1653347.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3379.26      | 0.00%             | 2026-11-09      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7579146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $67.10        | 0.00%             | 2025-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6715 | PA      | $6217.32      | 0.00%             | 2026-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8581913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5292 | PA      | $1128.29      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15020512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9236 | PA      | $9337.55      | 0.00%             | 2026-07-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8424293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $678.38       | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8385107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2830 | PA      | $2754.84      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7971417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10635 | PA      | $10139.76     | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7647787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $674.30       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8049065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34049 | PA      | $26503.64     | 0.01%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Murray Energy Corp.                                                                   | Murray Energy Corp.                                                                               | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    606187 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933956.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3827 | PA      | $3786.05      | 0.00%             | 2027-04-12      | Fixed         | 18.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1767.44      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2564 | PA      | $2344.38      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6999659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6547 | PA      | $31.57        | 0.00%             | 2035-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992367245.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8809654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8790 | PA      | $7960.36      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8677765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14241 | PA      | $13558.09     | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3195 | PA      | $2942.83      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.15       | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8701522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2499 | PA      | $2451.05      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781089.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $2189.39      | 0.00%             | 2027-03-14      | Fixed         | 12.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39504 | PA      | $38476.44     | 0.01%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7342 | PA      | $5281.39      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8274487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $310.62       | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8212256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $279.82       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1627 | PA      | $1575.39      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9102552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2847 | PA      | $2645.66      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1483.63      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7323 | PA      | $7174.15      | 0.00%             | 2027-04-12      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9089073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24480 | PA      | $23372.48     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992345531.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783844.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $1994.92      | 0.00%             | 2027-03-14      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187032664.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9439 | PA      | $9518.27      | 0.00%             | 2027-03-11      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6362559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26180 | PA      | $0.64         | 0.00%             | 2034-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1195.07      | 0.00%             | 2027-08-14      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9214350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9026 | PA      | $8269.89      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10063830.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15651 | PA      | $15907.59     | 0.01%             | 2026-08-16      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8645724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3726.17      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $2966.44      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7503853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5726 | PA      | $3167.90      | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7026 | PA      | $6713.24      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $2414.23      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934093.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $1580.19      | 0.00%             | 2027-04-12      | Fixed         | 20.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2387 | PA      | $2336.30      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8513794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1315.80      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2018168.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $234.13       | 0.00%             | 2027-04-10      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992038832.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $526.60       | 0.00%             | 2026-12-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3384 | PA      | $3260.76      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9061844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $943.08       | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8993612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5617 | PA      | $5420.28      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $3020.30      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9046420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24425 | PA      | $23209.28     | 0.01%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1893140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $695.92       | 0.00%             | 2026-10-21      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3131 | PA      | $3074.02      | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1777.71      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13051907.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5397 | PA      | $5701.31      | 0.00%             | 2027-05-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1481667.60   | 0.54%             | 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        |    347451 | PA      | $348048.92    | 0.13%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8494050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $909.77       | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6972 | PA      | $6837.57      | 0.00%             | 2027-04-12      | Fixed         | 10.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6021095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $0.00         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7529470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9979 | PA      | $1756.88      | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22884 | PA      | $21703.31     | 0.01%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8453728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46574 | PA      | $43250.32     | 0.02%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8180856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2755.54      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2264771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $599.72       | 0.00%             | 2026-12-16      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8142516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608 | PA      | $2521.47      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8288271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5677 | PA      | $5474.59      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1027.36      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $1611.54      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8536360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7468 | PA      | $779.98       | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992109536.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8462603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $422.86       | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7002848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2390 | PA      | $31.23        | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15651 | PA      | $15337.07     | 0.01%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4237 | PA      | $4043.00      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9131139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3158.73      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9148759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4355 | PA      | $4058.06      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5891 | PA      | $5710.21      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7895735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8604 | PA      | $7923.50      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9138729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $550.80       | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2267939.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1268.44      | 0.00%             | 2027-05-17      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14523480.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $867.26       | 0.00%             | 2035-07-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8973251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46038 | PA      | $43228.81     | 0.02%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14954 | PA      | $9006.70      | 0.00%             | 2027-08-14      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2016976.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2238 | PA      | $2192.05      | 0.00%             | 2028-11-10      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1598 | PA      | $1524.19      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7794931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7746 | PA      | $4671.88      | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783739.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3412 | PA      | $3332.53      | 0.00%             | 2027-03-14      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7153431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21694 | PA      | $370.78       | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7324812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $11.03        | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1101.17      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7059 | PA      | $6599.36      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2142.33      | 0.00%             | 2026-11-13      | None          | 0.00%                 | 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        |    554877 | PA      | $557495.84    | 0.20%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                                                                 | Newark BSL CLO 1 Ltd., Series 2016-1A, Class CR                                                   | CUSIP: 65023TAM4<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004468.11   | 0.36%             | 2029-12-21      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1673 | PA      | $1649.57      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6584507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $4.22         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6098 | PA      | $5959.86      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $330.71       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7880 | PA      | $7196.12      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9575 | PA      | $8497.41      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7667419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $151.27       | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928194.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1197.37      | 0.00%             | 2027-04-11      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8387991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $136.07       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8436179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5580 | PA      | $5350.83      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8976166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7868 | PA      | $7578.29      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185367638.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12924 | PA      | $13086.92     | 0.00%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6493807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $0.37         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934068.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2395.29      | 0.00%             | 2027-04-12      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8926383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13315 | PA      | $12798.02     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6814457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $0.96         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8735032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2808 | PA      | $2726.26      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9187167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14272 | PA      | $13363.15     | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $360.14       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8257962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18569 | PA      | $4310.67      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2261708.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1058.24      | 0.00%             | 2026-12-16      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2090 | PA      | $1962.86      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $1272.68      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                               | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724535.70    | 0.26%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8718142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50497 | PA      | $49221.05     | 0.02%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11225 | PA      | $10963.66     | 0.00%             | 2027-04-11      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $3095.66      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nordstrom, Inc.                                                                       | Nordstrom, Inc.                                                                                   | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983230.00    | 0.36%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7361225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $314.36       | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $1938.96      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9067602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1967 | PA      | $1880.04      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8294210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $616.44       | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16307 | PA      | $15189.07     | 0.01%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8257447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $597.48       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2655942.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5479 | PA      | $5420.25      | 0.00%             | 2027-02-18      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33039 | PA      | $31123.01     | 0.01%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12285 | PA      | $11073.34     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2416.68      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20373 | PA      | $19823.45     | 0.01%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9240446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23831 | PA      | $22174.16     | 0.01%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1562.38      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1725.12      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930583.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19101 | PA      | $18658.69     | 0.01%             | 2027-04-11      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931011.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $888.00       | 0.00%             | 2027-04-11      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7936788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $122.66       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9908 | PA      | $9734.76      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7944750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2206 | PA      | $1958.82      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6686 | PA      | $556.94       | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5230 | PA      | $5151.98      | 0.00%             | 2027-03-14      | Fixed         | 29.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9143704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6106 | PA      | $5720.67      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8182383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $144.38       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9805 | PA      | $9001.53      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7805048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $171.13       | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1184.40      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                     | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283051.35    | 0.10%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2111816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $1014.70      | 0.00%             | 2026-11-24      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6968688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15914 | PA      | $143.85       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8477 | PA      | $8324.08      | 0.00%             | 2027-04-12      | Fixed         | 22.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8806400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26204 | PA      | $25901.75     | 0.01%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2654620.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $2065.55      | 0.00%             | 2027-02-18      | Fixed         | 20.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7598723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $607.66       | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934330.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5017 | PA      | $4917.73      | 0.00%             | 2027-04-12      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14421841.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6355 | PA      | $6594.42      | 0.00%             | 2027-07-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8766802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2407.97      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1280.20      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22852 | PA      | $20749.74     | 0.01%             | 2026-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9119239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8903 | PA      | $8419.95      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1909 | PA      | $1745.00      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9083172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50165 | PA      | $43724.75     | 0.02%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2183 | PA      | $2091.21      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6449 | PA      | $5877.20      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $940.89       | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7781198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4074 | PA      | $63.11        | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2978 | PA      | $2376.21      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7994510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1315.37      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $2230.09      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1214.13      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16649 | PA      | $16091.96     | 0.01%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6748 | PA      | $5739.80      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7470408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5087 | PA      | $2322.72      | 0.00%             | 2025-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394242.20    | 0.14%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2266091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4865 | PA      | $3100.12      | 0.00%             | 2027-05-16      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2018074.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2460 | PA      | $2409.20      | 0.00%             | 2026-11-10      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6382230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $0.00         | 0.00%             | 2034-08-03      | 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: N/A                  | Long             | LON              | CORP              | US        |       284 | PA      | $283.60       | 0.00%             | 2032-04-01      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7170716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $313.96       | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8037551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $616.66       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8663878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1386.24      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11922 | PA      | $11248.38     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7250972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $22.29        | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783630.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12331 | PA      | $12202.76     | 0.00%             | 2027-03-14      | Fixed         | 16.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       806 | PA      | $786.66       | 0.00%             | 2027-01-21      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8843152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17233 | PA      | $16669.75     | 0.01%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785787.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $2099.73      | 0.00%             | 2027-03-14      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $724.86       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3063 | PA      | $2950.38      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2266887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2636.33      | 0.00%             | 2026-12-16      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10743 | PA      | $10491.40     | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $2167.92      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9252486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25226 | PA      | $23453.11     | 0.01%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8074735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3205 | PA      | $3157.71      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9091117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6337 | PA      | $5949.71      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10105795.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7920 | PA      | $8286.75      | 0.00%             | 2026-08-17      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7701859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $27.68        | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7249579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9581 | PA      | $195.04       | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7700 | PA      | $7575.25      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9605 | PA      | $9475.39      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8691057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $113.45       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928012.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $2923.51      | 0.00%             | 2027-04-11      | Fixed         | 28.41%                | No            |                  3 | On Loan: No      |
| Aveanna Healthcare LLC                                                                | Aveanna Healthcare LLC, First Lien, 2021 Extended CME Term Loan                                   | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    410104 | PA      | $402287.02    | 0.15%             | 2028-07-17      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992068136.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $867.13       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1119.89      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1015.39      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5051 | PA      | $4855.49      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9057365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $729.22       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7581750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $16.75        | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                         | Calpine Corp.                                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499256.90   | 0.54%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19027 | PA      | $18201.93     | 0.01%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9654 | PA      | $9232.38      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8515165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $1092.65      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7112613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5163 | PA      | $67.63        | 0.00%             | 2035-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4108 | PA      | $1927.53      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14247820.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11204 | PA      | $11351.94     | 0.00%             | 2027-05-02      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9099358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $785.90       | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779872.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       784 | PA      | $769.45       | 0.00%             | 2027-03-14      | Fixed         | 12.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4331 | PA      | $4245.71      | 0.00%             | 2026-07-16      | 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        |    750000 | PA      | $767308.30    | 0.28%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8136150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $1212.87      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779712.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1185.91      | 0.00%             | 2027-03-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                          | Acrisure LLC, First Lien, 2025 Refinancing CME Term Loan, B                                       | CUSIP: 00488PAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291971 | PA      | $291970.80    | 0.11%             | 2032-06-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8710784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58998 | PA      | $56530.73     | 0.02%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5930 | PA      | $5616.43      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474491.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $1764.26      | 0.00%             | 2027-01-20      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9096726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34551 | PA      | $31050.84     | 0.01%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9133289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $2130.33      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782918.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1982 | PA      | $1943.16      | 0.00%             | 2027-03-14      | Fixed         | 13.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1217.70      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8494585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $454.84       | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8781092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $8291.68      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $1552.92      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9216439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30675 | PA      | $28311.28     | 0.01%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $411.48       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $5016.67      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6360 | PA      | $6089.35      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992159329.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $107.45       | 0.00%             | 2026-08-29      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7798166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20551 | PA      | $279.18       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2927833.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $812.27       | 0.00%             | 2027-04-11      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28123 | PA      | $26768.12     | 0.01%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8304481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $1087.40      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9072228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9494 | PA      | $9034.28      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7885885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $452.94       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9208409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19425 | PA      | $17682.71     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9160233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11905 | PA      | $11149.09     | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8659 | PA      | $8451.26      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $2033.94      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789036.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10936 | PA      | $10719.41     | 0.00%             | 2027-03-14      | Fixed         | 13.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3446 | PA      | $3362.91      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7502 | PA      | $7016.20      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3716 | PA      | $3596.24      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6504331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16006 | PA      | $29.08        | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8684972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58850 | PA      | $23207.37     | 0.01%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6672873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $3.32         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8466937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10671 | PA      | $10264.16     | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1650974.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5154 | PA      | $5116.14      | 0.00%             | 2026-11-05      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6662851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $0.78         | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13431042.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8663 | PA      | $8779.20      | 0.00%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932657.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $702.08       | 0.00%             | 2027-04-12      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4764 | PA      | $4649.56      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930022.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1216.34      | 0.00%             | 2027-04-11      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8078030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4663 | PA      | $1783.17      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7463465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9525 | PA      | $236.13       | 0.00%             | 2025-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2378.05      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781314.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7147 | PA      | $7061.65      | 0.00%             | 2027-08-14      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7057 | PA      | $6727.78      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2472122.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3280 | PA      | $1739.16      | 0.00%             | 2029-06-20      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656874.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $1370.86      | 0.00%             | 2027-02-18      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9036715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49462 | PA      | $47485.54     | 0.02%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8283289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9396 | PA      | $8910.29      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8105868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14731 | PA      | $14532.66     | 0.01%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8643951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $1298.06      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8532244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10070 | PA      | $9645.64      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8658371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7804 | PA      | $7570.03      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3447 | PA      | $3306.51      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2790024.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $848.22       | 0.00%             | 2027-03-14      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8611826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5657 | PA      | $5490.96      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6583 | PA      | $6161.77      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2760019.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $846.94       | 0.00%             | 2027-03-14      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2478495.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3447 | PA      | $3331.47      | 0.00%             | 2027-01-21      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| Structured Asset Investment Loan Trust                                                | Structured Asset Investment Loan Trust, Series 2003-BC2, Class M3                                 | CUSIP: 86358EAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13987 | PA      | $17213.80     | 0.01%             | 2033-04-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8692686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3898.51      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| QXO Building Products, Inc.                                                           | QXO Building Products, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722891.40    | 0.26%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8096059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $371.12       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6524 | PA      | $6388.12      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2654132.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8631 | PA      | $8441.01      | 0.00%             | 2027-02-18      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9120300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5588 | PA      | $5347.69      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                     | Cornerstone Building Brands, Inc., First Lien, CME Term Loan, C                                   | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    602452 | PA      | $515096.51    | 0.19%             | 2031-05-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7569 | PA      | $7252.10      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4420 | PA      | $4233.20      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1613.18      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14593 | PA      | $14252.30     | 0.01%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7782471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $455.49       | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8878943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1259.14      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7316921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $129.13       | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026 | PA      | $1980.78      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8157610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2513 | PA      | $1902.62      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9137681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41755 | PA      | $39125.01     | 0.01%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8300402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1318.14      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Snap, Inc.                                                                            | Snap, Inc.                                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359362.84    | 0.13%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1673528.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10093 | PA      | $10259.87     | 0.00%             | 2026-12-16      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2015923.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3550 | PA      | $3486.26      | 0.00%             | 2026-11-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20309 | PA      | $19252.61     | 0.01%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1830.65      | 0.00%             | 2026-07-28      | 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        |    312093 | PA      | $313712.87    | 0.11%             | 2031-10-31      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7721764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $8.56         | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784381.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       566 | PA      | $556.39       | 0.00%             | 2027-03-14      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5988 | PA      | $4908.28      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8915271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $1024.90      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8427914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12746 | PA      | $11075.55     | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13253640.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6573 | PA      | $6666.63      | 0.00%             | 2027-03-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $1378.12      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21557 | PA      | $20193.93     | 0.01%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8515843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $643.50       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7962755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2118 | PA      | $1745.43      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6169671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929182.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18169 | PA      | $2734.81      | 0.00%             | 2027-04-11      | Fixed         | 32.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2016450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2821 | PA      | $2783.07      | 0.00%             | 2026-11-10      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992254629.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $90.22        | 0.00%             | 2030-07-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58125 | PA      | $56730.12     | 0.02%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3873 | PA      | $3056.93      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7424 | PA      | $3152.49      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8313568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3456 | PA      | $2224.93      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5289 | PA      | $5071.83      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Vertiv Group Corp.                                                                    | Vertiv Group Corp.                                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1268670.78   | 0.46%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8094212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $1363.22      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474658.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1936 | PA      | $1895.98      | 0.00%             | 2027-01-20      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9051 | PA      | $8732.32      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2891 | PA      | $2786.77      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11743320.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7753 | PA      | $7868.73      | 0.00%             | 2026-12-17      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2618.06      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19803 | PA      | $18420.03     | 0.01%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992149734.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187318217.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13133 | PA      | $13269.01     | 0.00%             | 2027-03-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1720294.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1007 | PA      | $992.30       | 0.00%             | 2026-09-16      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7180418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2976 | PA      | $981.29       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8677487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28028 | PA      | $164.26       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $229.89       | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31409CE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39478 | PA      | $41405.70     | 0.02%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                                 | Priority Holdings LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370747 | PA      | $372322.94    | 0.14%             | 2031-05-16      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785351.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $834.81       | 0.00%             | 2027-03-14      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7099200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9571 | PA      | $136.53       | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4622 | PA      | $4445.07      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $1275.50      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $688.96       | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782365.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $1844.98      | 0.00%             | 2027-03-14      | Fixed         | 27.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928413.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $859.29       | 0.00%             | 2027-04-11      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1645247.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4365 | PA      | $4489.87      | 0.00%             | 2026-10-27      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1957 | PA      | $1933.81      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9053326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $2253.77      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7046 | PA      | $6825.75      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7714875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $122.89       | 0.00%             | 2025-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56893 | PA      | $55495.07     | 0.02%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2400 | PA      | $2202.09      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9196467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    102234 | PA      | $95689.53     | 0.03%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992100757.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.71        | 0.00%             | 2025-11-09      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13484600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10411 | PA      | $10831.53     | 0.00%             | 2027-07-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2358.22      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3889 | PA      | $3684.43      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4721 | PA      | $4303.75      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8636253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28280 | PA      | $24506.09     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4633 | PA      | $4341.25      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2268 | PA      | $201.79       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $3973.16      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1661 | PA      | $1605.57      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $1120.99      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9211071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24021 | PA      | $22266.63     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7810845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $758.10       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782452.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4433 | PA      | $4347.38      | 0.00%             | 2027-03-14      | Fixed         | 15.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9069310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16765 | PA      | $15723.53     | 0.01%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8564616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6511 | PA      | $5900.83      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4022 | PA      | $3674.16      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9063145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7454 | PA      | $6638.39      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9104394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $2165.03      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2448 | PA      | $2406.07      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8877686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3036 | PA      | $2920.11      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8397246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10892 | PA      | $10746.65     | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784609.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3087 | PA      | $3057.59      | 0.00%             | 2027-03-14      | Fixed         | 22.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8412470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $1813.67      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934363.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4131 | PA      | $2059.89      | 0.00%             | 2027-04-12      | Fixed         | 23.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11924087.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7658 | PA      | $7779.98      | 0.00%             | 2027-04-07      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8559233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3310 | PA      | $3233.60      | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8809991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1802.53      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2263559.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3328 | PA      | $3267.40      | 0.00%             | 2026-12-16      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13624563.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6569 | PA      | $6900.44      | 0.00%             | 2027-05-23      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9063853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11345 | PA      | $10752.79     | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8771837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25494 | PA      | $24924.67     | 0.01%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2758 | PA      | $2690.53      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8490409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40415 | PA      | $30324.31     | 0.01%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8932929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $2200.06      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1732922.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14042 | PA      | $13919.06     | 0.01%             | 2027-03-22      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8174746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20312 | PA      | $4014.06      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $2457.43      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5771 | PA      | $5324.11      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780027.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1607 | PA      | $1583.89      | 0.00%             | 2027-03-14      | Fixed         | 31.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6610691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $2.64         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                             | First Student Bidco, Inc., First Lien, CME Term Loan, B2                                          | CUSIP: 33718FAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    367401 | PA      | $367974.25    | 0.13%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2325 | PA      | $1945.41      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $1217.23      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8705703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $897.46       | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chromalloy Corp.                                                                      | Chromalloy Corp., First Lien, CME Term Loan                                                       | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    333631 | PA      | $334568.87    | 0.12%             | 2031-03-27      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4611 | PA      | $4236.34      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2268401.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $272.58       | 0.00%             | 2026-12-17      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2601.42      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8229745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2453.96      | 0.00%             | 2026-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2221 | PA      | $2023.90      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3985 | PA      | $3818.00      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $961.21       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10781246.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5518 | PA      | $5603.96      | 0.00%             | 2026-11-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2607 | PA      | $2499.79      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8782761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27473 | PA      | $26638.06     | 0.01%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1149.56      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7492570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $64.38        | 0.00%             | 2025-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1956 | PA      | $1879.29      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8600084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21548 | PA      | $21237.98     | 0.01%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $2816.64      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8137730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5975 | PA      | $5862.73      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6612 | PA      | $6004.29      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pro Mach Group, Inc.                                                                  | Pro Mach Group, Inc., First Lien, Amendment No. 5 Refinancing CME Term Loan                       | CUSIP: 74273JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37141 | PA      | $37258.88     | 0.01%             | 2028-08-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7335700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21677 | PA      | $285.39       | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8785764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $960.04       | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $797.02       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31410SQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5037 | PA      | $5282.73      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5116 | PA      | $4910.20      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1199.15      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187054481.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14035 | PA      | $14235.56     | 0.01%             | 2027-08-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477803.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14523 | PA      | $14043.07     | 0.01%             | 2027-01-21      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929535.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22687 | PA      | $22408.03     | 0.01%             | 2027-09-11      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2778983.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $4035.01      | 0.00%             | 2027-03-14      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9103 | PA      | $8890.12      | 0.00%             | 2027-03-14      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477090.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $2021.21      | 0.00%             | 2027-01-21      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2476196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $295.87       | 0.00%             | 2027-01-21      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8648257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1042.81      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8843092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3928 | PA      | $3689.29      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4393 | PA      | $3870.92      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4936 | PA      | $4698.57      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928101.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1539.87      | 0.00%             | 2027-04-11      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9056667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9248 | PA      | $8845.15      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6443722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11723 | PA      | $16.95        | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12887499.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2022 | PA      | $2077.44      | 0.00%             | 2026-02-25      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7941669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18074 | PA      | $12039.05     | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992431395.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932832.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9578 | PA      | $9382.05      | 0.00%             | 2027-04-12      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8109377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3580 | PA      | $3402.92      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8649701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6340 | PA      | $6129.29      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4395 | PA      | $3482.62      | 0.00%             | 2027-02-18      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8732958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8996 | PA      | $8524.48      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9156264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15907 | PA      | $14562.08     | 0.01%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2261469.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $115.74       | 0.00%             | 2026-12-16      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9182105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9001 | PA      | $8385.13      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8494630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5636 | PA      | $5510.29      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10760354.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6661 | PA      | $6753.90      | 0.00%             | 2026-11-23      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9156216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $3171.21      | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4189 | PA      | $4120.37      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1459.63      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8784546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12946 | PA      | $12290.35     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476973.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $1303.23      | 0.00%             | 2027-06-21      | Fixed         | 28.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9175708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2251 | PA      | $2106.08      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7831200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $219.57       | 0.00%             | 2025-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6433271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3084 | PA      | $0.53         | 0.00%             | 2034-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14423027.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16191 | PA      | $16537.26     | 0.01%             | 2027-06-30      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783504.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1280.82      | 0.00%             | 2027-03-14      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780236.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13812 | PA      | $13490.77     | 0.00%             | 2027-03-14      | Fixed         | 7.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1403.14      | 0.00%             | 2027-03-14      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1821.14      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9191923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53695 | PA      | $50015.10     | 0.02%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7443490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $159.20       | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9081564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36418 | PA      | $34861.39     | 0.01%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7240 | PA      | $6935.30      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9028321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1841.31      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9203745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2146 | PA      | $1977.05      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3073 | PA      | $3024.18      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12932857.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $4920.26      | 0.00%             | 2027-05-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22791 | PA      | $21929.27     | 0.01%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7708690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       123 | PA      | $86.93        | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789391.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $691.11       | 0.00%             | 2027-03-14      | Fixed         | 26.18%                | No            |                  3 | On Loan: No      |
| Endo GUC Trust                                                                        | Endo GUC Trust, Escrow Account                                                                    | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82310 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2481665.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1633.14      | 0.00%             | 2027-01-21      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8040045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16291 | PA      | $6728.85      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787195.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1336.98      | 0.00%             | 2025-08-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8959066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $2083.09      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4265 | PA      | $4024.61      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $926.08       | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1995 | PA      | $349.70       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3138YPVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6859 | PA      | $6355.60      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8967439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10821 | PA      | $10389.21     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9045040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $1961.70      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9053423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2579 | PA      | $2416.75      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $2404.86      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1738.92      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477744.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12964 | PA      | $12533.48     | 0.00%             | 2027-01-21      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1755927.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3934 | PA      | $3885.52      | 0.00%             | 2027-04-11      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                                     | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1288441.20   | 0.47%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7860 | PA      | $7305.28      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7389685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819 | PA      | $24.19        | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1849.69      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6747633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $37.74        | 0.00%             | 2034-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8336686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5314 | PA      | $5223.12      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8750040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1253.12      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9018821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5202 | PA      | $4495.52      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2934105.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25722 | PA      | $25281.42     | 0.01%             | 2027-04-12      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $3005.07      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12732 | PA      | $12167.85     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1685184.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5565 | PA      | $5527.63      | 0.00%             | 2026-12-25      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781007.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4028 | PA      | $3070.94      | 0.00%             | 2027-03-14      | Fixed         | 18.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8658803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8791 | PA      | $8645.04      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                                     | CUSIP: 31419H3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       478 | PA      | $475.47       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9126887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3181.09      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12234254.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6255 | PA      | $6347.37      | 0.00%             | 2027-03-10      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6369651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $75.78        | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7930838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11252 | PA      | $249.54       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2655911.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6228 | PA      | $6096.67      | 0.00%             | 2027-02-18      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779976.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2680 | PA      | $2619.00      | 0.00%             | 2027-03-14      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8448116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $1972.78      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44896 | PA      | $42652.60     | 0.02%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Diamond Sports Net LLC                                                                | Diamond Sports Net LLC, First Lien, Exit Term Loan                                                | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32952 | PA      | $30110.34     | 0.01%             | 2028-01-03      | Variable      | 15.00%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3480 | PA      | $3250.18      | 0.00%             | 2026-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9036939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7663 | PA      | $7353.86      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $472.51       | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7760303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $967.46       | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7290026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12287 | PA      | $149.19       | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5748 | PA      | $5475.30      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780002.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1347.04      | 0.00%             | 2027-03-14      | Fixed         | 17.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9156 | PA      | $8744.56      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $2910.40      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4127 | PA      | $3281.70      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27871 | PA      | $26044.79     | 0.01%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4239 | PA      | $4078.93      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6606355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $10.11        | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altice France Holding SA                                                              | Altice France Holding SA                                                                          | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1700000 | PA      | $592084.50    | 0.22%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14100 | PA      | $13585.69     | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20390 | PA      | $18898.90     | 0.01%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12779696.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6528 | PA      | $6561.85      | 0.00%             | 2026-04-11      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931141.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4339 | PA      | $4253.67      | 0.00%             | 2027-04-11      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6445 | PA      | $6042.21      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $719.19       | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8926716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3698 | PA      | $3442.42      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930203.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18946 | PA      | $18578.28     | 0.01%             | 2027-04-11      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780952.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $522.10       | 0.00%             | 2027-03-14      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                                        | Univision Communications, Inc., First Lien, Initial CME Term Loan                                 | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    331264 | PA      | $321118.62    | 0.12%             | 2029-01-31      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928046.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622 | PA      | $190.97       | 0.00%             | 2035-04-11      | Fixed         | 27.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8859348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27362 | PA      | $27090.41     | 0.01%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21063 | PA      | $19996.00     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789734.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5536 | PA      | $5437.96      | 0.00%             | 2027-03-14      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8324145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $2032.09      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12767372.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8094 | PA      | $8219.74      | 0.00%             | 2027-03-29      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $238.68       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2267880.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4262 | PA      | $4190.71      | 0.00%             | 2026-12-17      | Fixed         | 23.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5899 | PA      | $5778.27      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14548548.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4759.81      | 0.00%             | 2027-05-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780693.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $815.05       | 0.00%             | 2027-03-14      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6621277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $2.20         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7631559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $148.36       | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187100244.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7006 | PA      | $0.00         | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734278.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392 | PA      | $4375.86      | 0.00%             | 2027-03-23      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9034886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6019 | PA      | $5733.76      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2267799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $2772.25      | 0.00%             | 2026-12-17      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788301.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2851 | PA      | $1920.74      | 0.00%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Cornerstone OnDemand, Inc.                                                            | Cornerstone OnDemand, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    633734 | PA      | $596305.62    | 0.22%             | 2028-10-16      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779355.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3066 | PA      | $3020.30      | 0.00%             | 2027-03-14      | Fixed         | 29.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7035 | PA      | $6801.93      | 0.00%             | 2027-01-21      | Fixed         | 6.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1088 | PA      | $1051.30      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7912587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7463 | PA      | $5479.96      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2568.70      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $3559.21      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11335 | PA      | $10958.51     | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17152 | PA      | $16376.94     | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7332 | PA      | $6861.03      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9144614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3154 | PA      | $2888.49      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9054200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5434 | PA      | $4964.56      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111206.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $864.20       | 0.00%             | 2026-11-24      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269188.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $1995.79      | 0.00%             | 2026-12-17      | Fixed         | 14.18%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292GV45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       830 | PA      | $849.80       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185497213.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6438 | PA      | $6454.07      | 0.00%             | 2027-06-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $525.61       | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7619705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $68.16        | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7054 | PA      | $6824.41      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $2962.78      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2474925.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $619.09       | 0.00%             | 2027-01-20      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2264897.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7185 | PA      | $620.33       | 0.00%             | 2027-05-16      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9021416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $365.73       | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7963986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $1344.93      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187860298.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $3101.39      | 0.00%             | 2027-04-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1382 | PA      | $1302.04      | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $1541.59      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9187817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3606 | PA      | $3341.14      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6655765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22394 | PA      | $39.57        | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785730.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11428 | PA      | $11217.73     | 0.00%             | 2027-03-14      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7947682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $659.53       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3138EPAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15643 | PA      | $14992.47     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP / TVI, Inc.                                                      | Evergreen Acqco 1 LP / TVI, Inc.                                                                  | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $609301.34    | 0.22%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                      | Maricopa County Industrial Development Authority, Series 2024                                     | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $388578.86    | 0.14%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2264712.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $977.66       | 0.00%             | 2026-12-16      | Fixed         | 28.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9053959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8680 | PA      | $8141.03      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5486 | PA      | $3596.79      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9190661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3711.42      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12784176.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14618 | PA      | $14879.85     | 0.01%             | 2027-03-29      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7550967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3825 | PA      | $143.20       | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7075883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3716 | PA      | $62.89        | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4985 | PA      | $4886.68      | 0.00%             | 2027-04-12      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9112878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20934 | PA      | $18676.44     | 0.01%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9067591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1026.03      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $2827.13      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6957843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4688 | PA      | $364.75       | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9045086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27357 | PA      | $17652.11     | 0.01%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1338.60      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $799.81       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8677291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $351.21       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11454 | PA      | $11021.72     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20965 | PA      | $20439.54     | 0.01%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2487 | PA      | $2167.98      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9248 | PA      | $9059.62      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9016301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1268.93      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | 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        |    673429 | PA      | $670778.65    | 0.24%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2653443.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9272 | PA      | $9126.36      | 0.00%             | 2027-07-18      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7639535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1990 | PA      | $1072.28      | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8000796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $22.40        | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9014962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1521.73      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7769253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $2124.47      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9232854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26916 | PA      | $24871.82     | 0.01%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9198668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $1829.04      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2681 | PA      | $2591.19      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8239279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $916.53       | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sovos Compliance LLC                                                                  | Sovos Compliance LLC, First Lien, Amendment No. 2 Replacement CME Term Loan                       | CUSIP: 84611YAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614613 | PA      | $618368.45    | 0.22%             | 2029-08-13      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9099329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608 | PA      | $2486.61      | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $588.70       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       407 | PA      | $388.87       | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992524050.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $1.35         | 0.00%             | 2030-04-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16864 | PA      | $16586.61     | 0.01%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789294.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2377.15      | 0.00%             | 2027-03-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7865884 | PA      | $7871662.32   | 2.86%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9244364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41730 | PA      | $38028.37     | 0.01%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8179285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39069 | PA      | $36581.75     | 0.01%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7990968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8874 | PA      | $193.19       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12794031.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11021 | PA      | $3517.55      | 0.00%             | 2028-01-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7707103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20365 | PA      | $430.78       | 0.00%             | 2025-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992026353.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8559486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18725 | PA      | $18304.11     | 0.01%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13107 | PA      | $1382.51      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9173849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5992 | PA      | $5447.84      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6199807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2588 | PA      | $0.00         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $843.23       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929160.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $537.20       | 0.00%             | 2027-04-11      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $2458.74      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781564.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $421.77       | 0.00%             | 2027-03-14      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9224421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15989 | PA      | $14755.96     | 0.01%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10266 | PA      | $9945.53      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9120702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5495 | PA      | $5223.39      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altice France Holding SA                                                              | Altice France Holding SA                                                                          | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $106515.00    | 0.04%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1949.41      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28257 | PA      | $26456.57     | 0.01%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786209.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $223.75       | 0.00%             | 2027-08-28      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310366.79    | 0.11%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7803040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $82.21        | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RR Donnelley & Sons Co.                                                               | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1125849.38   | 0.41%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $1438.57      | 0.00%             | 2027-03-20      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7774319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $248.73       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6448 | PA      | $5868.82      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $683.39       | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21679 | PA      | $20525.68     | 0.01%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19807 | PA      | $19456.27     | 0.01%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16289 | PA      | $15094.40     | 0.01%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8242332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2468.04      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1741000.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7351 | PA      | $7679.88      | 0.00%             | 2027-03-23      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8145335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1495 | PA      | $1361.70      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8462031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7487 | PA      | $7345.90      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8737978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       826 | PA      | $802.40       | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10756900.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7251 | PA      | $7503.25      | 0.00%             | 2026-11-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9112734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $678.67       | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8274578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $4075.51      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4910 | PA      | $4760.34      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12867499.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4305 | PA      | $4361.19      | 0.00%             | 2027-04-03      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $909.33       | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc.                                                       | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1427000.85   | 0.52%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8399103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15223 | PA      | $10854.87     | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13131348.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11967 | PA      | $12182.54     | 0.00%             | 2027-05-01      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8559144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $979.30       | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8901066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5578 | PA      | $5058.68      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $4306.27      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9033629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $990.65       | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8317674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $290.87       | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7926526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $136.76       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6251 | PA      | $6013.09      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $763.02       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781874.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $447.81       | 0.00%             | 2027-03-14      | Fixed         | 17.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7486576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $63.04        | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8404317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1364.22      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3950 | PA      | $3697.76      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8749826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9154 | PA      | $9023.61      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15315 | PA      | $14248.56     | 0.01%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9216772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5359 | PA      | $5011.77      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2654552.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2582 | PA      | $2539.25      | 0.00%             | 2027-02-18      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111566.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1814.58      | 0.00%             | 2026-11-24      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13221 | PA      | $12910.61     | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $1733.85      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6465 | PA      | $5249.34      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200589.60    | 0.07%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8992384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52897 | PA      | $51031.72     | 0.02%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2505 | PA      | $2458.52      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1136.09      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| B&G Foods, Inc.                                                                       | B&G Foods, Inc.                                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364630.28    | 0.13%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $1401.76      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740193.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $0.39         | 0.00%             | 2035-03-29      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27479 | PA      | $24308.37     | 0.01%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7300855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $16.81        | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8059743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1242 | PA      | $1098.66      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | 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        |    314424 | PA      | $302156.75    | 0.11%             | 2030-02-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783728.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1538.64      | 0.00%             | 2027-03-14      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8174278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2176 | PA      | $740.62       | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785005.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6434 | PA      | $6307.35      | 0.00%             | 2027-03-14      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2963 | PA      | $2720.89      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9227 | PA      | $8990.89      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786974.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2189 | PA      | $158.80       | 0.00%             | 2027-08-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8961293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $872.02       | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8030978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3358 | PA      | $39.33        | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9108864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8590 | PA      | $8207.31      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9219043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1719.97      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1707812.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1784 | PA      | $1771.52      | 0.00%             | 2027-02-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8302341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $267.52       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5283 | PA      | $4998.82      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8795579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9163 | PA      | $8761.61      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -378643 | PA      | $-378643.13   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7223 | PA      | $4434.95      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4429 | PA      | $4354.58      | 0.00%             | 2027-04-12      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934939.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5134 | PA      | $4986.35      | 0.00%             | 2027-04-12      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787854.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1679.64      | 0.00%             | 2027-08-14      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 184791777.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4937 | PA      | $4922.80      | 0.00%             | 2027-01-28      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8366064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5380 | PA      | $3170.86      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7590215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $575.41       | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14592 | PA      | $14172.52     | 0.01%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $652.16       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9075191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $1332.13      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $3009.63      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3616 | PA      | $3459.29      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8695639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $2090.52      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8791604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3628 | PA      | $3447.79      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1685967.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5069 | PA      | $5036.56      | 0.00%             | 2026-12-15      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480452.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $2035.17      | 0.00%             | 2027-02-02      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5232 | PA      | $5051.35      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781871.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6621 | PA      | $475.84       | 0.00%             | 2027-03-14      | Fixed         | 21.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1618512.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2893 | PA      | $2906.56      | 0.00%             | 2026-08-20      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471413.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15915 | PA      | $15746.28     | 0.01%             | 2029-01-20      | Fixed         | 14.77%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14178654.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9647 | PA      | $9802.36      | 0.00%             | 2027-06-24      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7985149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $336.03       | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8603180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5065 | PA      | $4988.68      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55523 | PA      | $53180.39     | 0.02%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935437.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5796 | PA      | $5700.87      | 0.00%             | 2027-09-14      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7299245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3563 | PA      | $28.09        | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $370193.25    | 0.13%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $1860.22      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                       | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: 90132BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $0.00         | 0.00%             | 2022-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13364 | PA      | $11551.31     | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8007480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $724.21       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12801 | PA      | $12224.14     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                      | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $785520.75    | 0.29%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1415 | PA      | $1357.50      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932783.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9347 | PA      | $9273.85      | 0.00%             | 2027-09-18      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8885096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3134 | PA      | $2762.65      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2670 | PA      | $2629.72      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8099044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1656.43      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30293 | PA      | $29115.96     | 0.01%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9125276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1243 | PA      | $1173.56      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8991440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5594 | PA      | $5357.70      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2656149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15075 | PA      | $14558.83     | 0.01%             | 2027-02-18      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785225.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7476 | PA      | $7244.16      | 0.00%             | 2027-03-14      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $850.47       | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1618.46      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5721 | PA      | $5569.84      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6660038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $496.90       | 0.00%             | 2034-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $452.84       | 0.00%             | 2027-04-11      | Fixed         | 16.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9072200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2711.47      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7261105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $62.83        | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9052581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12178 | PA      | $10707.15     | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789180.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $2084.79      | 0.00%             | 2027-03-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784181.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11443 | PA      | $11252.50     | 0.00%             | 2027-03-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7512125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2673 | PA      | $1692.66      | 0.00%             | 2025-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930638.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11029 | PA      | $10844.48     | 0.00%             | 2027-04-11      | Fixed         | 27.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7628418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10448 | PA      | $204.04       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779827.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6000 | PA      | $5860.33      | 0.00%             | 2027-08-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3165 | PA      | $3054.04      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8590644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6521 | PA      | $6349.85      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2656191.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $1697.48      | 0.00%             | 2027-02-18      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2475280.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6628 | PA      | $1052.61      | 0.00%             | 2027-01-20      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787165.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4266 | PA      | $4183.00      | 0.00%             | 2027-03-14      | Fixed         | 13.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1466.09      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13506 | PA      | $12791.65     | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7180815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39951 | PA      | $9486.53      | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932192.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13198 | PA      | $12922.15     | 0.00%             | 2027-04-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8337816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4452 | PA      | $4391.47      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1995 | PA      | $1233.18      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10264 | PA      | $7858.10      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8226263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1766.50      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6015092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3643 | PA      | $0.21         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8692856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6171 | PA      | $3449.20      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Berlin Packaging LLC                                                                  | Berlin Packaging LLC, First Lien, 2024-2 Replacement CME Term Loan                                | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    794668 | PA      | $798418.61    | 0.29%             | 2031-06-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8593246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5348 | PA      | $5263.14      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992002435.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $28.58        | 0.00%             | 2028-12-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10597275.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1148.52      | 0.00%             | 2026-11-01      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3187 | PA      | $2984.52      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8838966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11018 | PA      | $9127.70      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2623 | PA      | $2584.51      | 0.00%             | 2027-08-14      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8966 | PA      | $8564.10      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7759521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $468.34       | 0.00%             | 2025-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2119.74      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785568.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4422 | PA      | $4332.47      | 0.00%             | 2027-03-14      | Fixed         | 10.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4155 | PA      | $4082.14      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7460306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $129.20       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                                               | Element Solutions, Inc.                                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194098.00    | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2993 | PA      | $2924.80      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9008 | PA      | $8281.92      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9520 | PA      | $8798.77      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1339.62      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7119610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $35.91        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7793344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2040.96      | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6017013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $0.00         | 0.00%             | 2034-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -495466 | PA      | $-495465.97   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6995 | PA      | $6013.41      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8189229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2333 | PA      | $2260.78      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12120 | PA      | $11676.56     | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651808.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1700.12      | 0.00%             | 2026-11-11      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2017724.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $293.27       | 0.00%             | 2026-11-10      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7419256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $16.73        | 0.00%             | 2035-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9032029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1650.76      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2112225.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $325.99       | 0.00%             | 2026-11-24      | Fixed         | 30.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13352228.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $117.88       | 0.00%             | 2035-05-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8014711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $3010.00      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1009.66      | 0.00%             | 2027-03-14      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9222637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1053.21      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2017 | PA      | $1876.65      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7758755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8821 | PA      | $3631.99      | 0.00%             | 2025-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785717.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7298 | PA      | $7172.28      | 0.00%             | 2027-03-14      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13403231.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14900 | PA      | $15308.99     | 0.01%             | 2027-07-30      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9192746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47137 | PA      | $43558.99     | 0.02%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8078350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $501.45       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1291 | PA      | $1070.12      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12689 | PA      | $12405.50     | 0.00%             | 2027-08-14      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $1139.28      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8151099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $448.45       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9056795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7700 | PA      | $7370.43      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785244.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3506.48      | 0.00%             | 2027-03-14      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6890 | PA      | $6712.52      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8014093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $547.61       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9886 | PA      | $9344.60      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5335 | PA      | $5125.67      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7476745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $576.63       | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8285213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8446 | PA      | $86.33        | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1765.85      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7488 | PA      | $7045.79      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9136623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6985 | PA      | $6408.26      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7875148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6684 | PA      | $4001.23      | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6667839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $3.11         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8490332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1330.10      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $2143.41      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3058 | PA      | $2376.12      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781289.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5983 | PA      | $5885.89      | 0.00%             | 2027-03-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15277 | PA      | $14788.55     | 0.01%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6598 | PA      | $6414.12      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1298.34      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2429.70      | 0.00%             | 2027-02-18      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8309214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5685 | PA      | $3890.59      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9119219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $1321.01      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25877 | PA      | $20732.53     | 0.01%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3526 | PA      | $3342.73      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7476692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1757 | PA      | $233.92       | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5873 | PA      | $5619.49      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932003.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6083 | PA      | $5979.16      | 0.00%             | 2027-04-11      | Fixed         | 26.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $3041.98      | 0.00%             | 2027-06-21      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $15.09        | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8145071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $151.15       | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $2360.13      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $1566.96      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5153 | PA      | $4988.05      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $1094.51      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10107 | PA      | $9638.72      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6583381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1.94         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1749754.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5803 | PA      | $5982.43      | 0.00%             | 2027-04-17      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7461935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $461.67       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8445278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $2548.57      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       800 | PA      | $790.63       | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9054359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1575.52      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784396.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1742.96      | 0.00%             | 2027-03-14      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17655 | PA      | $15968.45     | 0.01%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701660.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4019 | PA      | $4026.28      | 0.00%             | 2027-01-27      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13028479.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3438 | PA      | $3474.00      | 0.00%             | 2027-07-23      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14568007.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11974 | PA      | $12454.58     | 0.00%             | 2027-09-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LGI Homes, Inc.                                                                       | LGI Homes, Inc.                                                                                   | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    800000 | PA      | $832131.20    | 0.30%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9035268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14913 | PA      | $14175.02     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8723083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25392 | PA      | $15495.74     | 0.01%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2319.09      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6606972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2678 | PA      | $4.27         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1721497.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2608.68      | 0.00%             | 2026-09-16      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9086 | PA      | $8467.15      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269335.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1282.82      | 0.00%             | 2027-05-17      | Fixed         | 24.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15008 | PA      | $14587.16     | 0.01%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9169172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40082 | PA      | $36907.07     | 0.01%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1342.04      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8826116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $680.72       | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931611.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8378 | PA      | $8290.73      | 0.00%             | 2027-05-01      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2525 | PA      | $1684.79      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789856.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3536 | PA      | $3427.43      | 0.00%             | 2027-03-14      | Fixed         | 6.67%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1770.77      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7114099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $12.00        | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7919065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3347 | PA      | $2792.86      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8620862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6315 | PA      | $2165.82      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9014758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7433 | PA      | $6948.41      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11008 | PA      | $10806.39     | 0.00%             | 2028-02-11      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9043160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9107 | PA      | $8563.16      | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9062399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2946 | PA      | $2763.43      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929918.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $284.05       | 0.00%             | 2027-04-11      | Fixed         | 21.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13083128.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9184 | PA      | $9343.76      | 0.00%             | 2027-04-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9082380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3746 | PA      | $3541.55      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5367 | PA      | $5190.10      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11943 | PA      | $11817.21     | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786154.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2117 | PA      | $2083.35      | 0.00%             | 2027-03-14      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9247841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13084 | PA      | $12070.42     | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7789582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12382 | PA      | $8032.82      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7591 | PA      | $7231.34      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1938.10      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $226.35       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1111.94      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1120 | PA      | $1067.79      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                                   | Kinetik Holdings LP                                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605466.00    | 0.22%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8649905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4671 | PA      | $2042.73      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17863 | PA      | $17145.01     | 0.01%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9398 | PA      | $4051.87      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480479.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2257 | PA      | $2182.59      | 0.00%             | 2027-01-21      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6606708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $3.73         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6499390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $4.04         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11278 | PA      | $10475.70     | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9089713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5510 | PA      | $5176.25      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8230433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $875.19       | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8621549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2084 | PA      | $1714.18      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7662965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $2333.99      | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $976.28       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13899724.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $312.89       | 0.00%             | 2026-07-18      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8991894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1522 | PA      | $1441.65      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2385 | PA      | $2260.92      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3037 | PA      | $2886.16      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788769.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13955 | PA      | $3303.07      | 0.00%             | 2027-08-14      | Fixed         | 27.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20890 | PA      | $20016.96     | 0.01%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9061858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3611 | PA      | $3338.53      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6901055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8090 | PA      | $79.82        | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5179 | PA      | $4779.40      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $715.57       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27592 | PA      | $26095.57     | 0.01%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7850077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       184 | PA      | $179.01       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7873261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $767.86       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7751173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $15.95        | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269566.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2293 | PA      | $2254.33      | 0.00%             | 2027-05-17      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7664538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5740 | PA      | $83.91        | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992501719.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3165 | PA      | $3038.19      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4708 | PA      | $479.58       | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734275.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3250 | PA      | $0.00         | 0.00%             | 2035-03-23      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6610546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $6.66         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4871 | PA      | $4561.23      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9061891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $455.39       | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3869 | PA      | $3745.75      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2265506.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $2976.78      | 0.00%             | 2026-12-16      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9054395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $4108.02      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784934.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10393 | PA      | $10219.22     | 0.00%             | 2027-03-14      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9120700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $526.18       | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9234304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4725 | PA      | $4312.30      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991951985.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $10.62        | 0.00%             | 2030-06-06      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8364331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $275.63       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5565 | PA      | $388.21       | 0.00%             | 2027-03-14      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2310.88      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2018147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $4803.38      | 0.00%             | 2026-11-10      | Fixed         | 23.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $1645.03      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $899549.82    | 0.33%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                        | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $895309.38    | 0.33%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $892.52       | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6095 | PA      | $5854.90      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476545.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3999 | PA      | $3918.27      | 0.00%             | 2027-01-21      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $2176.09      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6803 | PA      | $5807.12      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6024576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12769457.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $854.92       | 0.00%             | 2027-02-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9000144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8989 | PA      | $8300.70      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1730.41      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2473955.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $988.51       | 0.00%             | 2027-01-20      | Fixed         | 8.68%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21842 | PA      | $13509.09     | 0.00%             | 2027-08-14      | Fixed         | 17.46%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36290YYS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28563 | PA      | $30339.49     | 0.01%             | 2033-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5661 | PA      | $5459.50      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503947.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7997 | PA      | $7786.29      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11460 | PA      | $10582.69     | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9205791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17172 | PA      | $15992.12     | 0.01%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6943 | PA      | $6672.39      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8514541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2017 | PA      | $1873.60      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2264006.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3983 | PA      | $2642.04      | 0.00%             | 2026-12-17      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789655.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8546 | PA      | $5705.77      | 0.00%             | 2027-03-14      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9219202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6168 | PA      | $5766.21      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34614 | PA      | $33272.42     | 0.01%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7135169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $75.89        | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3310 | PA      | $3123.23      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934824.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3139 | PA      | $3105.09      | 0.00%             | 2027-04-12      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780499.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $898.09       | 0.00%             | 2027-03-14      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34168 | PA      | $33613.06     | 0.01%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10911 | PA      | $10483.90     | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12933713.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9967 | PA      | $10284.20     | 0.00%             | 2027-04-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3138Y9Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19646 | PA      | $18362.63     | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8376607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5169 | PA      | $4592.75      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8075169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9965 | PA      | $9520.50      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6651 | PA      | $6094.24      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $1982.86      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3643 | PA      | $3553.76      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13684 | PA      | $12867.12     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8685997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $1944.98      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8296767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1307.44      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9081031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3886 | PA      | $3715.24      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                       | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808869.12    | 0.29%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744227.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9135 | PA      | $7909.77      | 0.00%             | 2027-04-22      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8324605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4141 | PA      | $3482.67      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9046727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18734 | PA      | $17617.81     | 0.01%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7329506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4395 | PA      | $70.00        | 0.00%             | 2035-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8293173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13020 | PA      | $12873.50     | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6681453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $11.12        | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $664.54       | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cerdia Finanz GmbH                                                                    | Cerdia Finanz GmbH                                                                                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $519485.00    | 0.19%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7360537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $24.43        | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8522755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $4497.39      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6133881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2378 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291406.56    | 0.11%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9169979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2735 | PA      | $2511.91      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6626988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $1.60         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8180973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $229.76       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7111 | PA      | $6892.48      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $4633.70      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7511 | PA      | $6622.02      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $313.97       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12794611.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12246 | PA      | $12515.27     | 0.00%             | 2027-04-12      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5009 | PA      | $4673.61      | 0.00%             | 2026-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12781429.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15558 | PA      | $16250.58     | 0.01%             | 2027-03-28      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7770798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $1788.83      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71887 | PA      | $62485.16     | 0.02%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4305 | PA      | $3925.28      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3500 | PA      | $3406.26      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8242111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6091 | PA      | $5970.63      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2473402.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8107 | PA      | $7974.96      | 0.00%             | 2027-01-20      | Fixed         | 24.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9061366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25837 | PA      | $24406.11     | 0.01%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4846 | PA      | $4641.04      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8240106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $4606.94      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8495625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21725 | PA      | $11655.67     | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9146236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $2470.00      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12577391.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20915 | PA      | $21249.99     | 0.01%             | 2027-03-30      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8466686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $704.06       | 0.00%             | 2026-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1688382.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5349 | PA      | $5320.76      | 0.00%             | 2026-12-20      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7449355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $316.11       | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7183615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1705 | PA      | $510.35       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786791.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $475.17       | 0.00%             | 2027-03-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8428311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11186 | PA      | $10909.69     | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6896 | PA      | $6636.44      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1655355.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12120 | PA      | $12220.99     | 0.00%             | 2026-10-27      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $513.80       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20025 | PA      | $13699.80     | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28469 | PA      | $26602.07     | 0.01%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8973 | PA      | $8699.66      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1410.30      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3508 | PA      | $3369.83      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Student Transportation of America Holdings, Inc.                                      | Student Transportation of America Holdings, Inc., First Lien, CME Term Loan, B                    | CUSIP: 86388BAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182292 | PA      | $182889.59    | 0.07%             | 2032-06-10      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $2656.29      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187402362.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4078 | PA      | $0.00         | 0.00%             | 2027-03-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $2499.03      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9067485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $2540.16      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8647735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1096.31      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9233883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3999 | PA      | $3651.95      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214303.60    | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3183 | PA      | $2922.03      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7040271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22358 | PA      | $4555.80      | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8158269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $2674.08      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5003 | PA      | $4508.86      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935520.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $2081.48      | 0.00%             | 2027-04-12      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $1124.08      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9148888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $4549.54      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6941710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5409 | PA      | $37.59        | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30358 | PA      | $18250.06     | 0.01%             | 2027-09-14      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13529 | PA      | $12919.84     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10293581.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4781 | PA      | $4810.86      | 0.00%             | 2025-12-14      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9011685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31387 | PA      | $30516.68     | 0.01%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1627885.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6174 | PA      | $6218.97      | 0.00%             | 2026-09-21      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9008769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $631.15       | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9214010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12312 | PA      | $11513.55     | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1804.78      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6829 | PA      | $6522.84      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7189106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $77.07        | 0.00%             | 2035-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929271.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14933 | PA      | $14469.27     | 0.01%             | 2027-04-19      | Fixed         | 8.07%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3455 | PA      | $3367.35      | 0.00%             | 2027-01-20      | Fixed         | 9.61%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $349.09       | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25038 | PA      | $24075.39     | 0.01%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petra Diamonds US Treasury plc                                                        | Petra Diamonds US Treasury plc                                                                    | CUSIP: N/A<br>LEI: 635400LZYOO6WHAO2H58       | Long             | DBT              | CORP              | GB        |    781938 | PA      | $421790.34    | 0.15%             | 2026-03-08      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $1555.27      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8502732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12466 | PA      | $11891.90     | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7309810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19077 | PA      | $286.13       | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4291 | PA      | $2492.95      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935062.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $548.63       | 0.00%             | 2027-09-12      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $2068.40      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2527 | PA      | $2318.37      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992289091.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $4.04         | 0.00%             | 2030-04-12      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9126803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $2986.62      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187860052.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $5106.62      | 0.00%             | 2027-04-03      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8620 | PA      | $8260.79      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31412AQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11583 | PA      | $12149.31     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54300 | PA      | $52544.14     | 0.02%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8190316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4270 | PA      | $4147.64      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1926 | PA      | $1864.66      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6683903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $7.20         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $2331.86      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6629563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $1.36         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3588 | PA      | $3459.61      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104845.13    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7855254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $189.37       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8752889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18788 | PA      | $17306.36     | 0.01%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8830058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3388 | PA      | $3287.31      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262115.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $878.90       | 0.00%             | 2026-12-16      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2410 | PA      | $2343.71      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1086.36      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5851 | PA      | $5695.04      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7690899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9454 | PA      | $86.53        | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8714669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5143 | PA      | $4985.44      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187995587.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8597 | PA      | $8708.33      | 0.00%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7336392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       257 | PA      | $6.94         | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7830269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $354.36       | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9111644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4153 | PA      | $3800.31      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7077191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5771 | PA      | $96.81        | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992573827.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $92.54        | 0.00%             | 2025-11-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Foundation Building Materials                                                         | Foundation Building Materials, Inc., First Lien, CME Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    673843 | PA      | $661568.47    | 0.24%             | 2031-01-29      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14177847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23708 | PA      | $24484.12     | 0.01%             | 2027-07-08      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2606.93      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13336406.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4804 | PA      | $4857.07      | 0.00%             | 2027-05-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8693323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20168 | PA      | $19742.59     | 0.01%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2262937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2870 | PA      | $2825.34      | 0.00%             | 2027-05-16      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2017448.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $645.00       | 0.00%             | 2026-11-20      | Fixed         | 26.97%                | No            |                  3 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                                  | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $422428.32    | 0.15%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2266480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1226.23      | 0.00%             | 2026-12-17      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783637.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5781 | PA      | $806.86       | 0.00%             | 2027-08-14      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8383512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18075 | PA      | $17253.33     | 0.01%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7328067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4583 | PA      | $649.27       | 0.00%             | 2035-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471439.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $427.08       | 0.00%             | 2027-01-20      | Fixed         | 14.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12802206.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21302 | PA      | $22051.72     | 0.01%             | 2027-03-29      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8122526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1019 | PA      | $1006.88      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8884011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31635 | PA      | $30733.72     | 0.01%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1716 | PA      | $1507.39      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $698.73       | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7937373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1323.19      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4235 | PA      | $4095.65      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8976253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25010 | PA      | $23966.03     | 0.01%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7922596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $900.75       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9206195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29126 | PA      | $27136.22     | 0.01%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7657393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4353 | PA      | $887.75       | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931438.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $2586.00      | 0.00%             | 2027-04-11      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8136318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1159.25      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3269 | PA      | $3075.46      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $443.69       | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784070.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11453 | PA      | $11320.77     | 0.00%             | 2027-08-14      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7337001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4318 | PA      | $900.49       | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8332399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20377 | PA      | $3740.78      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783021.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5244 | PA      | $5123.81      | 0.00%             | 2027-03-14      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785182.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17303 | PA      | $17024.85     | 0.01%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17870 | PA      | $16794.71     | 0.01%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9187129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $1348.49      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9108528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10505 | PA      | $9835.11      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8258468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1135.82      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6965538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $70.14        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9111832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33739 | PA      | $32436.84     | 0.01%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2110882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4099 | PA      | $4037.79      | 0.00%             | 2027-04-24      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7047271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $144.67       | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17561 | PA      | $15991.62     | 0.01%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                                    | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1176444.50   | 0.43%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9034948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9723 | PA      | $9124.90      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2160.95      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7251706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $149.54       | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1750204.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $0.00         | 0.00%             | 2035-07-12      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9120765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $1894.32      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8518969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1432 | PA      | $1348.02      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 184982732.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6452 | PA      | $6420.15      | 0.00%             | 2027-02-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4309 | PA      | $4142.17      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2481996.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1060.56      | 0.00%             | 2029-01-21      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6608761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $0.81         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786073.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18687 | PA      | $18324.20     | 0.01%             | 2027-03-14      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8351439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       613 | PA      | $604.29       | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7359659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $544.23       | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2017283.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $2152.11      | 0.00%             | 2026-11-10      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106355.35    | 0.04%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302991.90    | 0.11%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9233935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28604 | PA      | $26513.34     | 0.01%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2655755.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3651 | PA      | $3576.10      | 0.00%             | 2027-02-18      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $1795.93      | 0.00%             | 2028-01-14      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $2943.56      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6957735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $256.10       | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6954 | PA      | $6746.49      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9041851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4708 | PA      | $4520.39      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8409622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $742.98       | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5426 | PA      | $5295.88      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8829260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8243 | PA      | $7889.11      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                          | Birch Permian Holdings, Inc.                                                                      | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      2309 | NS      | $12140.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7894179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1273 | PA      | $932.99       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6551364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3356 | PA      | $86.37        | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3671 | PA      | $3606.50      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6906 | PA      | $6645.85      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    517185 | PA      | $517507.75    | 0.19%             | 2031-04-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8257493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7987 | PA      | $98.23        | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7350116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8273 | PA      | $236.63       | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2269825.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $165.63       | 0.00%             | 2026-12-17      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13009028.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9964 | PA      | $6774.10      | 0.00%             | 2027-04-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6695 | PA      | $6380.29      | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6244 | PA      | $5711.44      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $959.71       | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC                                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1254698.40   | 0.46%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8816075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2924 | PA      | $2568.13      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5465 | PA      | $5339.90      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8398847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3217 | PA      | $2645.37      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7977299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $761.19       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4317 | PA      | $4191.46      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $799.79       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1749478.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $2662.38      | 0.00%             | 2027-04-05      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1669 | PA      | $1646.88      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8461925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4821 | PA      | $4613.80      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8083556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28734 | PA      | $646.40       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7776396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $3202.45      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10002 | PA      | $9352.05      | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9117797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4159 | PA      | $3962.99      | 0.00%             | 2026-11-22      | None          | 0.00%                 | 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        |    205547 | PA      | $205474.37    | 0.07%             | 2031-08-04      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185699989.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $4865.35      | 0.00%             | 2027-02-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8675586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4802 | PA      | $4628.68      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2657392.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5577 | PA      | $5455.68      | 0.00%             | 2027-02-18      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6992646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $6.66         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6485599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3350 | PA      | $2.85         | 0.00%             | 2034-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992150155.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4852 | PA      | $4225.38      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $2176.90      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7351905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       337 | PA      | $73.50        | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9085543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13323 | PA      | $12690.35     | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9234 | PA      | $8436.10      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9074555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8712 | PA      | $8294.32      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3917 | PA      | $3667.91      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7276376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13113 | PA      | $448.30       | 0.00%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ADMI Corp.                                                                            | ADMI Corp., First Lien, Amendment No. 5 CME Term Loan                                             | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    201482 | PA      | $192667.40    | 0.07%             | 2027-12-23      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7919161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3545 | PA      | $1063.67      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992003521.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.32         | 0.00%             | 2030-06-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9060000 | PA      | $9195173.12   | 3.34%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8095193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $23.96        | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743101.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1692.26      | 0.00%             | 2027-04-06      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14377174.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8796 | PA      | $8975.74      | 0.00%             | 2027-06-29      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9190831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6379 | PA      | $5832.48      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Plano HoldCo, Inc.                                                                    | Plano HoldCo, Inc., First Lien, Closing Date CME Term Loan                                        | CUSIP: 72712EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332500 | PA      | $316706.25    | 0.12%             | 2031-10-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1634.38      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9199900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26631 | PA      | $24796.32     | 0.01%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2417.25      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1147.68      | 0.00%             | 2027-03-20      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2000658.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6376 | PA      | $6239.36      | 0.00%             | 2026-11-10      | Fixed         | 11.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3031 | PA      | $1470.03      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61322 | PA      | $56251.50     | 0.02%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                                      | CSC Holdings LLC                                                                                  | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697904.55    | 0.25%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7262 | PA      | $7132.40      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1490585.25   | 0.54%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2264632.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6917 | PA      | $6740.47      | 0.00%             | 2026-12-16      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1966 | PA      | $1863.92      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25449 | PA      | $24650.79     | 0.01%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6011 | PA      | $5874.36      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GTCR Everest Borrower LLC                                                             | GTCR Everest Borrower LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 36269YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158806 | PA      | $159214.10    | 0.06%             | 2031-09-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10958 | PA      | $10515.23     | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20436 | PA      | $19989.61     | 0.01%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6981506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4725 | PA      | $49.19        | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7305010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $204.28       | 0.00%             | 2035-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9146009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26011 | PA      | $24359.18     | 0.01%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8280031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10091 | PA      | $9885.11      | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19411 | PA      | $18488.70     | 0.01%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $397.82       | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8849440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6020 | PA      | $5689.20      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8664407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2328 | PA      | $2167.77      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2478450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2078 | PA      | $2008.38      | 0.00%             | 2027-01-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4411 | PA      | $3730.90      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8595182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4043 | PA      | $3915.18      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2112204.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2175.45      | 0.00%             | 2026-11-24      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5757 | PA      | $5531.85      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ensono, Inc.                                                                          | Ensono, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 29359DAB3<br>LEI: 5493003GTMBHX0VZAW67 | Long             | LON              | CORP              | US        |    259259 | PA      | $259762.29    | 0.09%             | 2028-05-26      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $769.92       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9162108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6458 | PA      | $6044.97      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6172125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3361 | PA      | $0.00         | 0.00%             | 2034-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12116704.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18405 | PA      | $18684.58     | 0.01%             | 2027-03-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780083.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17842 | PA      | $17424.34     | 0.01%             | 2027-03-14      | Fixed         | 8.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $934.49       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5822 | PA      | $5584.96      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $745.93       | 0.00%             | 2027-09-11      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2776276.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9061 | PA      | $8792.25      | 0.00%             | 2027-03-14      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2382 | PA      | $2336.36      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8424072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8536 | PA      | $8149.86      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9259409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15323 | PA      | $14316.33     | 0.01%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7574527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12073 | PA      | $146.17       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $288.88       | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9122752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8433 | PA      | $8052.14      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7779095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $133.11       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9219279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1267.97      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8324750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4071 | PA      | $2921.15      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5993 | PA      | $5680.69      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9040176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46237 | PA      | $44271.84     | 0.02%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $1834.21      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7788590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2432 | PA      | $1009.04      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8285 | PA      | $8102.27      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2654690.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $551.72       | 0.00%             | 2027-02-18      | Fixed         | 30.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7093794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $172.64       | 0.00%             | 2035-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4013 | PA      | $3942.78      | 0.00%             | 2027-04-12      | Fixed         | 22.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785022.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8449 | PA      | $8259.52      | 0.00%             | 2027-03-14      | Fixed         | 12.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7104 | PA      | $6839.26      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7044 | PA      | $6883.87      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15178 | PA      | $14189.96     | 0.01%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1834.79      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2281.94      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13414992.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7152 | PA      | $7212.03      | 0.00%             | 2026-03-30      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9132073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18958 | PA      | $17591.46     | 0.01%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8407488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8012 | PA      | $3508.78      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7581325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $513.40       | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4483 | PA      | $4436.62      | 0.00%             | 2027-03-14      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $2384.86      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7360259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12016 | PA      | $308.77       | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7471571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $93.69        | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8190897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $2126.14      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8743960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4018 | PA      | $3918.91      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7007213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3175 | PA      | $33.96        | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6889 | PA      | $6531.68      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75310 | PA      | $70171.71     | 0.03%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2489 | PA      | $2331.59      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -518685 | PA      | $-518685.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                                               | Red Planet Borrower LLC, First Lien, CME Term Loan, B                                             | CUSIP: 57165KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    468406 | PA      | $463672.67    | 0.17%             | 2028-10-02      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8043219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1434 | PA      | $1377.65      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2755.54      | 0.00%             | 2027-04-12      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64164 | PA      | $61889.21     | 0.02%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2479722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3920 | PA      | $3846.30      | 0.00%             | 2029-01-21      | Fixed         | 22.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8645706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $555.92       | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8692252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2539 | PA      | $2122.86      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8084098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $509.26       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8692292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9880 | PA      | $9579.83      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2986 | PA      | $2873.46      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5239 | PA      | $5127.98      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12802041.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22275 | PA      | $22634.73     | 0.01%             | 2027-05-06      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992355254.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.04         | 0.00%             | 2030-07-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8671643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $856.03       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9092037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18029 | PA      | $17153.02     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8926136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2288.61      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8561563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $1437.92      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11872577.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10041 | PA      | $10116.57     | 0.00%             | 2027-04-12      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40706 | PA      | $39901.60     | 0.01%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8812085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6605 | PA      | $6256.50      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928694.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6950 | PA      | $6802.78      | 0.00%             | 2027-04-11      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2260718.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $897.82       | 0.00%             | 2026-12-16      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9011085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52568 | PA      | $50120.51     | 0.02%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15315 | PA      | $14529.26     | 0.01%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $970.59       | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8033449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2649 | PA      | $2478.70      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       384 | PA      | $275.55       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4396 | PA      | $4071.59      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9193959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62623 | PA      | $58594.20     | 0.02%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9122687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2752 | PA      | $2546.69      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12674748.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21656 | PA      | $21970.84     | 0.01%             | 2027-04-02      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3265 | PA      | $3108.89      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8915086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8936 | PA      | $8653.51      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6532 | PA      | $5972.32      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8887497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4732 | PA      | $4468.65      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1648693.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5849 | PA      | $5830.59      | 0.00%             | 2026-11-05      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8047792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6110 | PA      | $6022.87      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992196449.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $106.07       | 0.00%             | 2026-04-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6864766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $2.26         | 0.00%             | 2035-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8905176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12651 | PA      | $12142.83     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2865 | PA      | $2775.43      | 0.00%             | 2027-04-11      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $650.41       | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9178335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $6543.22      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $187.05       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8207036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $102.25       | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc., First Lien, CME Term Loan                                                  | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    602606 | PA      | $604685.01    | 0.22%             | 2028-11-28      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19759 | PA      | $19021.97     | 0.01%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8733952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5931 | PA      | $5714.05      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7856504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2839 | PA      | $1447.75      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8135683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $1797.18      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8382948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2844.13      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9136995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6207 | PA      | $5803.61      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11489 | PA      | $10267.61     | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $1568.17      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8329315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6964 | PA      | $6831.73      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6090 | PA      | $5966.48      | 0.00%             | 2027-04-11      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4156 | PA      | $3940.03      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7880764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $1549.23      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5816 | PA      | $5643.11      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3527 | PA      | $3296.20      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $813.58       | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8222550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5665 | PA      | $4453.60      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                           | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1440584.01   | 0.52%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC, First Lien, Second Out CME Term Loan                                | CUSIP: 55328HAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    553014 | PA      | $497712.68    | 0.18%             | 2030-12-31      | Variable      | 9.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9193486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4292 | PA      | $3904.04      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9132487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7791 | PA      | $7217.69      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6228233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9125861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44478 | PA      | $42321.37     | 0.02%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $1890.15      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779874.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5451 | PA      | $3384.20      | 0.00%             | 2027-08-19      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6878498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15839 | PA      | $104.30       | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5983 | PA      | $4966.82      | 0.00%             | 2026-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7645537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $783.14       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42815 | PA      | $39734.19     | 0.01%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187944849.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4955 | PA      | $4943.67      | 0.00%             | 2027-04-14      | Fixed         | 20.44%                | No            |                  3 | 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        |     99567 | PA      | $99237.03     | 0.04%             | 2031-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3431 | PA      | $3279.05      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6905278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4086 | PA      | $22.77        | 0.00%             | 2035-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8645822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19071 | PA      | $18638.44     | 0.01%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2292 | PA      | $2159.25      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12182 | PA      | $11881.41     | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6016033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $0.12         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1035 | PA      | $991.41       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740880.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4901 | PA      | $4889.10      | 0.00%             | 2027-03-23      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8200147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $595.03       | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26927 | PA      | $20815.90     | 0.01%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9028516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68816 | PA      | $65735.11     | 0.02%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southern Veterinary Partners LLC                                                      | Southern Veterinary Partners LLC, First Lien, 2024-3 New CME Term Loan                            | CUSIP: 84410HAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171983 | PA      | $172378.33    | 0.06%             | 2031-12-04      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8870382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6643 | PA      | $6406.31      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2729.26      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $1273.32      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7964047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8615 | PA      | $5016.28      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21178 | PA      | $20536.91     | 0.01%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2927 | PA      | $821.26       | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8124440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $2622.66      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5778 | PA      | $5630.56      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2816 | PA      | $2752.97      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185597588.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6773 | PA      | $0.00         | 0.00%             | 2027-01-28      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9987 | PA      | $9888.93      | 0.00%             | 2027-03-14      | Fixed         | 19.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7824 | PA      | $7544.97      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929882.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $365.80       | 0.00%             | 2027-04-11      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8242021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1117.04      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                             | Chobani LLC / Chobani Finance Corp., Inc.                                                         | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208662.40    | 0.08%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8307029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $805.13       | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1252.18      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1733807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5065 | PA      | $5021.82      | 0.00%             | 2027-03-23      | Fixed         | 12.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13009743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8805 | PA      | $8949.84      | 0.00%             | 2027-04-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992220224.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $167.94       | 0.00%             | 2027-04-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $1340.53      | 0.00%             | 2027-03-14      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2655411.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1077.45      | 0.00%             | 2027-02-18      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2478021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7100 | PA      | $6788.48      | 0.00%             | 2029-01-21      | Fixed         | 24.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2471006.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $980.12       | 0.00%             | 2027-11-20      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17981 | PA      | $16748.00     | 0.01%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6440 | PA      | $652.94       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3548 | PA      | $2113.80      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13061655.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15195 | PA      | $15484.82     | 0.01%             | 2027-04-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9133325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8172 | PA      | $7472.49      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13243 | PA      | $11421.51     | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2768 | PA      | $2651.44      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $907.03       | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13629014.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14342 | PA      | $14669.70     | 0.01%             | 2027-05-24      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8876 | PA      | $8381.11      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4876 | PA      | $4495.37      | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines, Inc.                                                               | American Airlines, Inc., First Lien, 2025 Incremental CME Term Loan                               | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96774 | PA      | $97524.19     | 0.04%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $762.82       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1739848.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4584 | PA      | $4790.65      | 0.00%             | 2027-09-22      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8028561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2462.46      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23141 | PA      | $22789.23     | 0.01%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9200187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $896.88       | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7303400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $207.50       | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9072362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $1314.60      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19694 | PA      | $18245.85     | 0.01%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7827355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8618 | PA      | $5684.91      | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6307843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53032 | PA      | $5.78         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2261255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14244 | PA      | $14073.37     | 0.01%             | 2026-12-16      | Fixed         | 17.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $2308.28      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $1661.75      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6064 | PA      | $5816.91      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8309853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5064 | PA      | $4897.17      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2818 | PA      | $2710.49      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2248 | PA      | $2170.53      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12997870.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11652 | PA      | $12172.36     | 0.00%             | 2027-04-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8648113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3709 | PA      | $3651.87      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7485874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6996 | PA      | $174.86       | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8857471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26937 | PA      | $25624.75     | 0.01%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29803 | PA      | $27909.91     | 0.01%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6427032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1472 | PA      | $0.72         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6220890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11147 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9237831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8751 | PA      | $8078.14      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2089.50      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $3020.52      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8366505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20561 | PA      | $20315.54     | 0.01%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933064.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17161 | PA      | $16769.78     | 0.01%             | 2027-04-12      | Fixed         | 8.64%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2270320.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1086.54      | 0.00%             | 2027-10-17      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780757.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $72.51        | 0.00%             | 2027-03-14      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $33.81        | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12270573.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16068 | PA      | $16299.79     | 0.01%             | 2027-05-06      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                         | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296617.83    | 0.11%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $1947.99      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2476521.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $516.57       | 0.00%             | 2029-01-21      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1103.23      | 0.00%             | 2026-11-24      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                                    | DexKo Global, Inc., First Lien, 2023 Incremental CME Term Loan                                    | CUSIP: 25213YBC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233289 | PA      | $224881.72    | 0.08%             | 2028-10-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480622.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11292 | PA      | $10919.38     | 0.00%             | 2027-01-21      | Fixed         | 6.63%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $1027.35      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $954.41       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5042 | PA      | $4842.70      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4873 | PA      | $4709.70      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2743727.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $131.83       | 0.00%             | 2027-08-25      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9822 | PA      | $9194.99      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7938632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $579.86       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6891704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $896.03       | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8101413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3540 | PA      | $3497.25      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9182035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5586 | PA      | $5227.25      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $362.53       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $1201.76      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8502513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10164 | PA      | $9787.74      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16304 | PA      | $15940.15     | 0.01%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp., 154211311.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3374 | PA      | $0.00         | 0.00%             | 2034-11-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3122 | PA      | $2989.75      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11207 | PA      | $10535.72     | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7050699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $19.90        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8828157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2340.44      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992095946.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6012758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $0.12         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8732779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1717.20      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15842 | PA      | $15460.49     | 0.01%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                                     | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    229961 | PA      | $230464.18    | 0.08%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7531238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $649.10       | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8591863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2090 | PA      | $570.25       | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9193943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2097.54      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8822677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1456.56      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $744.15       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $500.95       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1053.53      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8441924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1292 | PA      | $607.30       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7460506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $124.86       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4852.41      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1992 | PA      | $1767.05      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $824.61       | 0.00%             | 2027-03-14      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1464 | PA      | $1306.49      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8501027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18169 | PA      | $17615.65     | 0.01%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $845.94       | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9131861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6918 | PA      | $6354.08      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7411720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12241 | PA      | $1755.66      | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                     | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277895.13    | 0.10%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1730.14      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2475230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $552.69       | 0.00%             | 2027-01-20      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2387 | PA      | $2314.30      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $3316.86      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3816 | PA      | $3536.44      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2267947.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $2549.44      | 0.00%             | 2026-12-28      | Fixed         | 20.33%                | No            |                  3 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576683.10    | 0.21%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8107598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6407 | PA      | $6292.81      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21964 | PA      | $20576.90     | 0.01%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9122075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9687 | PA      | $9190.40      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12220 | PA      | $11933.39     | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5050 | PA      | $4913.71      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5895 | PA      | $5709.17      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9268 | PA      | $8844.14      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11041 | PA      | $10526.45     | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1646.38      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18446 | PA      | $18074.97     | 0.01%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4422 | PA      | $4332.19      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $328.45       | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9254201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42493 | PA      | $39707.69     | 0.01%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2478233.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437 | PA      | $1399.60      | 0.00%             | 2027-01-21      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785698.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6026 | PA      | $5929.23      | 0.00%             | 2027-03-14      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7793729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $668.91       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8040424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5660 | PA      | $5613.57      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9073 | PA      | $8943.33      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8120750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $2010.93      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10776590.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2490.78      | 0.00%             | 2025-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $637.81       | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780924.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3123 | PA      | $3092.40      | 0.00%             | 2027-03-14      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7165963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $22.04        | 0.00%             | 2035-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7372822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $23.17        | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6608433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7450 | PA      | $11.13        | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners XXII Ltd.                                                 | Octagon Investment Partners XXII Ltd., Series 2014-1A, Class CRR                                  | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   6050000 | PA      | $6075630.56   | 2.21%             | 2030-01-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7922062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8047 | PA      | $3250.03      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8100389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9702 | PA      | $9516.60      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8948050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36105 | PA      | $34130.83     | 0.01%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8620915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53014 | PA      | $51324.06     | 0.02%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1721509.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6086 | PA      | $5968.08      | 0.00%             | 2026-09-16      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3811 | PA      | $2346.03      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6159034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7919 | PA      | $0.61         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6159 | PA      | $3985.57      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8474500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7179 | PA      | $6936.37      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2814 | PA      | $2558.59      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8924143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2310 | PA      | $2219.25      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3307 | PA      | $3213.34      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1735736.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $14.51        | 0.00%             | 2035-03-25      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| KKR CLO 26 Ltd.                                                                       | KKR CLO 26 Ltd., Class CR                                                                         | CUSIP: 48253HAS4<br>LEI: 549300S5YSR4S7FFS332 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503826.29   | 0.55%             | 2034-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187403735.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7288 | PA      | $7415.64      | 0.00%             | 2028-04-10      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5997475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $0.23         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13491 | PA      | $12452.53     | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3055 | PA      | $2973.43      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8780 | PA      | $8393.22      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20401 | PA      | $19342.29     | 0.01%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9194794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4250 | PA      | $3976.05      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2414 | PA      | $2310.31      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP, First Lien, Dollar Incremental CME Term Loan                                 | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    333677 | PA      | $334436.05    | 0.12%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187350401.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6572 | PA      | $6560.23      | 0.00%             | 2027-03-21      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782433.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2736 | PA      | $2693.38      | 0.00%             | 2027-03-14      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3025 | PA      | $2908.42      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14365422.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1384.02      | 0.00%             | 2027-06-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477998.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7795 | PA      | $7623.08      | 0.00%             | 2027-02-10      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11527 | PA      | $11295.05     | 0.00%             | 2027-03-14      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7112088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $155.26       | 0.00%             | 2035-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8628331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26109 | PA      | $25697.97     | 0.01%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992090289.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-23      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6586628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $0.60         | 0.00%             | 2034-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9215466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16588 | PA      | $15504.16     | 0.01%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783121.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $3201.57      | 0.00%             | 2027-08-14      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12002 | PA      | $11695.01     | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8884936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9257 | PA      | $7643.11      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5432 | PA      | $3150.29      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4537 | PA      | $4291.11      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657375.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1605 | PA      | $116.86       | 0.00%             | 2027-02-18      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8911626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21166 | PA      | $20381.00     | 0.01%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1918 | PA      | $1882.86      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6251 | PA      | $5537.67      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8755592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43934 | PA      | $42329.03     | 0.02%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779775.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1743 | PA      | $1714.52      | 0.00%             | 2027-03-14      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744277.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4544 | PA      | $4498.45      | 0.00%             | 2027-04-15      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| KUEHG Corp.                                                                           | KUEHG Corp., First Lien, 2024 Refinancing CME Term Loan                                           | CUSIP: 50118YAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365297 | PA      | $365895.60    | 0.13%             | 2030-06-12      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7925997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $267.66       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1720748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1638.22      | 0.00%             | 2026-09-16      | Fixed         | 16.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3912 | PA      | $2763.87      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2312 | PA      | $2248.92      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781565.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $2519.10      | 0.00%             | 2029-08-14      | Fixed         | 27.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788921.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3527 | PA      | $3461.85      | 0.00%             | 2027-03-14      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8884416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7352 | PA      | $7043.34      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2472023.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1207.24      | 0.00%             | 2027-01-20      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8595231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3793 | PA      | $3023.02      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929924.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $664.31       | 0.00%             | 2027-04-11      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9222649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2056 | PA      | $1876.80      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10610237.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3660 | PA      | $3698.40      | 0.00%             | 2026-10-25      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8807369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31498 | PA      | $29873.18     | 0.01%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5269 | PA      | $5073.84      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784145.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $274.84       | 0.00%             | 2027-08-14      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9112990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44462 | PA      | $42424.85     | 0.02%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1667.20      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6174 | PA      | $5819.18      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9092544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15065 | PA      | $14419.56     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8868012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1592.41      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9397 | PA      | $8669.28      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6767513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $7.09         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1687871.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10447 | PA      | $10376.09     | 0.00%             | 2027-01-12      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8837399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23298 | PA      | $22632.71     | 0.01%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930990.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6140 | PA      | $6031.04      | 0.00%             | 2027-09-26      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1875.22      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9174597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5149 | PA      | $4706.98      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7513007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $177.44       | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8189335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2310 | PA      | $2270.71      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780172.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $1022.63      | 0.00%             | 2027-03-14      | Fixed         | 28.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2654033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2945 | PA      | $2190.21      | 0.00%             | 2027-02-18      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7888 | PA      | $7590.64      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7543385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $24.44        | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752289.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9293 | PA      | $9209.01      | 0.00%             | 2027-04-11      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9256270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5596 | PA      | $5228.10      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7929408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $18.68        | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6290686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $0.04         | 0.00%             | 2034-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12012 | PA      | $11717.40     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784337.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3675 | PA      | $114.25       | 0.00%             | 2027-03-14      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1746.06      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7565784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $599.68       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471525.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13888 | PA      | $13425.95     | 0.00%             | 2027-01-20      | Fixed         | 5.57%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2917 | PA      | $2845.75      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6351220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7497 | PA      | $0.10         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8235650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $891.30       | 0.00%             | 2026-04-01      | 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        |    110102 | PA      | $74869.63     | 0.03%             | 2026-10-07      | Variable      | 10.43%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2655850.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10697 | PA      | $10462.48     | 0.00%             | 2027-02-18      | Fixed         | 11.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6894382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3927 | PA      | $26.40        | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                     | Alliant Holdings Intermediate LLC, First Lien, Initial CME Term Loan                              | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    952753 | PA      | $954048.83    | 0.35%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5042 | PA      | $4943.92      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23916 | PA      | $22218.28     | 0.01%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6574600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       466 | PA      | $1.18         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7632 | PA      | $6112.32      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2775042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $496.56       | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1635.15      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8260461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14393 | PA      | $14007.89     | 0.01%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9103471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31628 | PA      | $25458.10     | 0.01%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787940.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5902 | PA      | $3799.07      | 0.00%             | 2027-08-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7351088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $48.54        | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780155.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1342 | PA      | $1322.89      | 0.00%             | 2027-03-14      | Fixed         | 31.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8257567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1555.54      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $3652.17      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786626.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1121.35      | 0.00%             | 2027-03-14      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11324 | PA      | $10952.25     | 0.00%             | 2026-10-17      | 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        |   1135380 | PA      | $932311.88    | 0.34%             | 2028-03-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $736.46       | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8501512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $3318.55      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8313533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $392.63       | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8756830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15111 | PA      | $14284.27     | 0.01%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8511119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1007 | PA      | $967.15       | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2269705.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3011 | PA      | $2961.67      | 0.00%             | 2027-10-17      | Fixed         | 29.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6669319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5727 | PA      | $14.90        | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787603.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $542.98       | 0.00%             | 2027-03-14      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8129955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $174.95       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8486868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10084 | PA      | $9910.65      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8429942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6536 | PA      | $629.49       | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4207 | PA      | $3875.38      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781090.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $276.18       | 0.00%             | 2027-08-14      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6528470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5896 | PA      | $7.55         | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6225158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $0.00         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2480439.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1689 | PA      | $1659.80      | 0.00%             | 2027-01-21      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471756.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $418.94       | 0.00%             | 2027-06-20      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Owens & Minor, Inc.                                                                   | Owens & Minor, Inc., First Lien, Initial CME Term Loan, B1                                        | CUSIP: 69073LAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128392 | PA      | $129354.93    | 0.05%             | 2029-03-29      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10613 | PA      | $10358.24     | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $3587.08      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8484073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16353 | PA      | $14425.93     | 0.01%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16962 | PA      | $16148.56     | 0.01%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VM Consolidated, Inc.                                                                 | VM Consolidated, Inc.                                                                             | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785961.12    | 0.29%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6946128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $13.24        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8657100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2807 | PA      | $2723.90      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8240246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $801.98       | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8670041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4797 | PA      | $4644.71      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6135 | PA      | $5825.55      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $1801.34      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $915.55       | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8843613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6169 | PA      | $6030.12      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8086066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $328.42       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7892822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7563 | PA      | $106.20       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9559 | PA      | $9095.24      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9199363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1147.14      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784873.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6030 | PA      | $5916.66      | 0.00%             | 2027-03-14      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8434522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $1396.88      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7688136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14991 | PA      | $308.69       | 0.00%             | 2025-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2758245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2605 | PA      | $2563.53      | 0.00%             | 2027-03-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2260770.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $693.67       | 0.00%             | 2026-12-16      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $4286.73      | 0.00%             | 2027-03-14      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3221 | PA      | $3054.57      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19022 | PA      | $17467.81     | 0.01%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8285337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.92        | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJ5M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1421298 | PA      | $1302092.19   | 0.47%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9214259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10681 | PA      | $9979.23      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37362 | PA      | $39079.92     | 0.01%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9773 | PA      | $9258.25      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5449 | PA      | $5028.69      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $1152.21      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7029684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $25.62        | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $3275.49      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1743.77      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931110.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $2039.75      | 0.00%             | 2027-04-11      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781244.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3842 | PA      | $2581.35      | 0.00%             | 2027-03-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8994035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23510 | PA      | $22897.54     | 0.01%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2657584.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5016 | PA      | $752.70       | 0.00%             | 2027-07-18      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $917.02       | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8258230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2626 | PA      | $2587.22      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67038 | PA      | $64751.38     | 0.02%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928800.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1219.86      | 0.00%             | 2027-04-11      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12926 | PA      | $12644.54     | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4666 | PA      | $4541.04      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10779675.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7632 | PA      | $1739.30      | 0.00%             | 2026-11-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $1319.64      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8052229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $752.55       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13611 | PA      | $13048.71     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8063776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $180.40       | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9021423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1444 | PA      | $1358.21      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1688252.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1300.64      | 0.00%             | 2027-01-12      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 174304247.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5808 | PA      | $5876.69      | 0.00%             | 2026-02-02      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9224148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13445 | PA      | $12570.44     | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9106834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18433 | PA      | $17587.64     | 0.01%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $2950.52      | 0.00%             | 2026-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9169051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7324 | PA      | $6859.53      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8242280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3456 | PA      | $1527.60      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7154470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $5.52         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8474473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $811.45       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $106.05       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2933 | PA      | $2674.52      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zebra Technologies Corp.                                                              | Zebra Technologies Corp.                                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308685.60    | 0.11%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Lux LP                                                                    | Oregon Tool Lux LP, Second Lien, CME Term Loan, B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    456655 | PA      | $372553.24    | 0.14%             | 2029-10-15      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9211825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22776 | PA      | $21127.14     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9237 | PA      | $8226.08      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12819793.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5958 | PA      | $6061.75      | 0.00%             | 2027-04-14      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1575.14      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8459961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5772 | PA      | $5693.75      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2473064.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $543.12       | 0.00%             | 2027-01-20      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2474184.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $2030.19      | 0.00%             | 2027-01-20      | Fixed         | 23.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8115244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3910 | PA      | $3715.07      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8906 | PA      | $8077.78      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9033658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90209 | PA      | $86715.37     | 0.03%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9149180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       933 | PA      | $854.16       | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7296387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6784 | PA      | $1451.52      | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2240 | PA      | $2158.14      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9256744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1106.36      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9182224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1202.77      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931457.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5210 | PA      | $659.63       | 0.00%             | 2027-09-11      | Fixed         | 11.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9174902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11511 | PA      | $10722.98     | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7330370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $35.67        | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9182209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1791 | PA      | $1642.52      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23530 | PA      | $22826.52     | 0.01%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6243 | PA      | $1764.65      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9893 | PA      | $1415.53      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13430747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7730 | PA      | $4465.43      | 0.00%             | 2027-05-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2117 | PA      | $2013.09      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7238159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1425 | PA      | $171.68       | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4157 | PA      | $2264.59      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992054524.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $4.95         | 0.00%             | 2030-03-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300808.80    | 0.11%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8675939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2613.29      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2794 | PA      | $2624.41      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal Bidco SAS                                                                        | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $970199.85    | 0.35%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8852825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15548 | PA      | $14830.78     | 0.01%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9137592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3781 | PA      | $3501.59      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8087076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5757 | PA      | $2900.64      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6036691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2479 | PA      | $0.32         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3710 | PA      | $3651.36      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $2537.83      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3774 | PA      | $2965.49      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932516.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1383.17      | 0.00%             | 2027-04-12      | Fixed         | 8.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9522 | PA      | $8798.84      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651412.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8944 | PA      | $8910.60      | 0.00%             | 2026-11-11      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $563.13       | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8732928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1142.43      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1156 | PA      | $1129.03      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4831 | PA      | $4620.57      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gloves Buyer, Inc.                                                                    | Gloves Buyer, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $393000.00    | 0.14%             | 2032-05-21      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932838.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $702.89       | 0.00%             | 2027-04-12      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3387 | PA      | $3248.60      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3080 | PA      | $3033.38      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185237685.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $613.51       | 0.00%             | 2027-01-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7744334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $42.20        | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992052748.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6480025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6855 | PA      | $11.32        | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5163 | PA      | $5034.04      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6755529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $364.39       | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7989506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2431 | PA      | $2338.88      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2805.13      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13386894.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5988 | PA      | $6050.22      | 0.00%             | 2026-05-14      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2652650.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2517.39      | 0.00%             | 2027-02-18      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7223668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $19.59        | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2015624.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2423.19      | 0.00%             | 2026-11-15      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7760 | PA      | $7483.62      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9085432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6906 | PA      | $6607.40      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8112683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $284.69       | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6025 | PA      | $5459.96      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3571 | PA      | $3480.55      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9151744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $987.47       | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $725.48       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9092935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2960 | PA      | $2787.27      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6135260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8643641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $1978.95      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7386885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2257 | PA      | $69.77        | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ingenovis Health, Inc.                                                                | Ingenovis Health, Inc., First Lien, Initial CME Term Loan                                         | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    767218 | PA      | $336616.75    | 0.12%             | 2028-03-06      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8406291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8071 | PA      | $7949.94      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7704890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $78.25        | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1891795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4997 | PA      | $1364.28      | 0.00%             | 2026-10-21      | Fixed         | 28.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8490368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $471.86       | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1380.14      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6987047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $39.80        | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788290.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3775 | PA      | $3686.63      | 0.00%             | 2027-03-14      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9102789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42804 | PA      | $40919.16     | 0.01%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7629516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1995 | PA      | $1370.35      | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1599.73      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6514993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11666 | PA      | $16.29        | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616044.46    | 0.22%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7687306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $587.75       | 0.00%             | 2025-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1714342.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2435.56      | 0.00%             | 2027-02-14      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2657406.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6756 | PA      | $6675.76      | 0.00%             | 2027-02-18      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $372.34       | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $488.25       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7811729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $20.59        | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8484648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4279 | PA      | $4179.20      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7338 | PA      | $7089.52      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8351240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1718 | PA      | $1687.12      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $417424.00    | 0.15%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12744909.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $909.79       | 0.00%             | 2026-04-09      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786195.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $52.68        | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1915.55      | 0.00%             | 2027-03-14      | Fixed         | 25.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928961.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2408.05      | 0.00%             | 2027-04-11      | Fixed         | 23.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15759 | PA      | $14040.07     | 0.01%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8836487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $904.05       | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $588.60       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8901655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21357 | PA      | $17998.56     | 0.01%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2435 | PA      | $2407.92      | 0.00%             | 2027-01-20      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7690007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $961.99       | 0.00%             | 2025-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1520 | PA      | $1082.27      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734281.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4374 | PA      | $4337.63      | 0.00%             | 2027-03-23      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2016681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2978 | PA      | $2920.81      | 0.00%             | 2027-04-10      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $1774.32      | 0.00%             | 2027-03-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7990193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $557.25       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2986 | PA      | $1975.51      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929809.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6387 | PA      | $6265.99      | 0.00%             | 2027-04-11      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2416 | PA      | $2010.22      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $802.07       | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79651 | PA      | $75485.96     | 0.03%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1372.25      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                       | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235429 | PA      | $67685.88     | 0.02%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16244 | PA      | $15633.69     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8005199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3930 | PA      | $915.68       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2269561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2308 | PA      | $2259.97      | 0.00%             | 2026-12-17      | Fixed         | 11.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7027 | PA      | $6739.70      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6368537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $1442.84      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3043 | PA      | $2119.42      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931630.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12726 | PA      | $912.90       | 0.00%             | 2027-04-11      | Fixed         | 22.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6853583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $7.31         | 0.00%             | 2035-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9057047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9212 | PA      | $8573.96      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788570.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4969 | PA      | $4899.73      | 0.00%             | 2027-08-15      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4882 | PA      | $4479.29      | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928071.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $247.74       | 0.00%             | 2027-09-11      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8893844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4082 | PA      | $3946.00      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8795530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1673.49      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7503759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1921 | PA      | $848.95       | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1807 | PA      | $1776.44      | 0.00%             | 2027-04-12      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10038 | PA      | $9697.33      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8823 | PA      | $8464.72      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9191112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1394.82      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9079100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4906 | PA      | $4613.64      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22488 | PA      | $20893.48     | 0.01%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476388.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4321 | PA      | $4261.76      | 0.00%             | 2027-01-21      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4029 | PA      | $3964.58      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $759.65       | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8691686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7079 | PA      | $6668.26      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6394978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2823 | PA      | $0.00         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5122 | PA      | $5060.76      | 0.00%             | 2026-12-16      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784478.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $1025.59      | 0.00%             | 2027-03-14      | Fixed         | 12.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8251246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $103.62       | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8352836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $371.34       | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7255984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $15.66        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $3082.54      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933662.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10071 | PA      | $9754.48      | 0.00%             | 2027-04-12      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8729 | PA      | $8482.25      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8701775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3568 | PA      | $3458.77      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10748 | PA      | $9714.61      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6290705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2878 | PA      | $0.21         | 0.00%             | 2034-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262094.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2500 | PA      | $2441.77      | 0.00%             | 2027-05-16      | Fixed         | 15.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9033330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $1770.52      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DG70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2267 | PA      | $2388.39      | 0.00%             | 2030-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1098.88      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2817.57      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6867235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4400 | PA      | $39.62        | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8301821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $515.77       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9122989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7226 | PA      | $6883.83      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9211048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $1988.45      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476307.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $710.91       | 0.00%             | 2027-01-21      | Fixed         | 24.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $1368.95      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9112799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8066 | PA      | $7735.16      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3656.15      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13342784.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5869 | PA      | $6110.44      | 0.00%             | 2027-05-02      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7334213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $23.18        | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8367102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1669.48      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8092025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1421.27      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7712891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3823 | PA      | $77.82        | 0.00%             | 2025-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7197003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $84.71        | 0.00%             | 2035-05-07      | 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        |    382484 | PA      | $380829.42    | 0.14%             | 2030-12-19      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9408 | PA      | $8734.51      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9252046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28741 | PA      | $26737.65     | 0.01%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9193546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11729 | PA      | $10972.38     | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5187 | PA      | $4297.56      | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9075165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2358 | PA      | $2251.93      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $101.54       | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                                | CUSIP: N/A<br>LEI: 5493007X5NC5XI1BB106       | Long             | DBT              | CORP              | US        |    500000 | PA      | $513650.00    | 0.19%             | 2033-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3216 | PA      | $3133.77      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780763.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       958 | PA      | $944.25       | 0.00%             | 2027-03-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7418984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20908 | PA      | $13448.12     | 0.00%             | 2035-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13134349.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11169 | PA      | $11646.74     | 0.00%             | 2027-04-30      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7582 | PA      | $7335.15      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $749.64       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474447.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $1712.36      | 0.00%             | 2027-01-20      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8870968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4059 | PA      | $3912.98      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1513.69      | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9199860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3898 | PA      | $3647.04      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6271110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $0.14         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1944 | PA      | $1893.30      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8375211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $2249.68      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779695.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10088 | PA      | $9885.93      | 0.00%             | 2027-03-14      | Fixed         | 12.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8416999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1591.19      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8473553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3402 | PA      | $382.43       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $955.15       | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $2584.27      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187614352.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12258 | PA      | $12369.87     | 0.00%             | 2027-03-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785433.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4169 | PA      | $302.14       | 0.00%             | 2027-08-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8157489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $723.90       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2269400.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3764 | PA      | $889.17       | 0.00%             | 2027-10-17      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8290938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3231 | PA      | $3169.10      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1916 | PA      | $1730.52      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2438 | PA      | $2344.23      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4842 | PA      | $4408.25      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9971 | PA      | $9804.76      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20125 | PA      | $19262.97     | 0.01%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13659468.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6753 | PA      | $7039.75      | 0.00%             | 2027-10-12      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7102 | PA      | $5133.64      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                           | IQVIA, Inc.                                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1258648.53   | 0.46%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8087030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1004.15      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75309 | PA      | $72525.00     | 0.03%             | 2026-09-10      | 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: N/A                  | Long             | LON              | CORP              | US        |    542244 | PA      | $540739.49    | 0.20%             | 2032-04-01      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2481349.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $2971.26      | 0.00%             | 2027-01-21      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785715.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $732.54       | 0.00%             | 2027-03-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $319.49       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23612 | PA      | $19155.58     | 0.01%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2473631.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $562.82       | 0.00%             | 2027-01-20      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311827.50    | 0.11%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781770.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1439.44      | 0.00%             | 2027-03-14      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785478.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23173 | PA      | $22778.18     | 0.01%             | 2027-03-14      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7281310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $195.10       | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11529 | PA      | $11060.47     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7780337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $283.21       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9254627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11642 | PA      | $10877.93     | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.62       | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | 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        |    527942 | PA      | $527886.83    | 0.19%             | 2031-12-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $3388.42      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8684467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11006 | PA      | $10492.25     | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8406513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9745 | PA      | $9649.47      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4536 | PA      | $4405.56      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10745 | PA      | $10227.77     | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6051 | PA      | $5750.44      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8254361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $547.63       | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2475014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       306 | PA      | $297.62       | 0.00%             | 2027-01-20      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8076049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1180.28      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10786 | PA      | $9815.13      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8491 | PA      | $8306.30      | 0.00%             | 2027-01-21      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7425843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $102.38       | 0.00%             | 2035-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9169159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $2170.07      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787754.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8718 | PA      | $8544.82      | 0.00%             | 2027-03-14      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3558 | PA      | $3519.00      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12779435.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12133 | PA      | $12294.37     | 0.00%             | 2027-02-18      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7722772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6815 | PA      | $2266.54      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $2842.05      | 0.00%             | 2027-03-14      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2265961.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2295.63      | 0.00%             | 2026-12-16      | Fixed         | 16.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $506.10       | 0.00%             | 2027-03-14      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9234344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20812 | PA      | $19074.31     | 0.01%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8663897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2942 | PA      | $2863.88      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8076404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6738 | PA      | $6649.01      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4450 | PA      | $3707.31      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656738.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6472 | PA      | $4196.92      | 0.00%             | 2027-12-18      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7187451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5960 | PA      | $101.42       | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2016863.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $503.05       | 0.00%             | 2026-11-25      | Fixed         | 13.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $7.88         | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IRB Holding Corp.                                                                     | IRB Holding Corp., First Lien, 2024 Second Replacement CME Term Loan, B                           | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    344774 | PA      | $345134.48    | 0.13%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932211.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4131 | PA      | $4064.29      | 0.00%             | 2027-04-11      | Fixed         | 9.68%                 | No            |                  3 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                                        | Hamilton Projects Acquiror LLC, First Lien, CME Term Loan                                         | CUSIP: 40444KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       764 | PA      | $767.94       | 0.00%             | 2031-05-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $2221.80      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9244215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12422 | PA      | $11318.79     | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8052412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2126 | PA      | $2046.22      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9054492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $1691.70      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $602.51       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12176269.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5032 | PA      | $5199.97      | 0.00%             | 2026-03-13      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7873355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $249.62       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787542.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3464 | PA      | $3402.83      | 0.00%             | 2027-03-14      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787364.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2730 | PA      | $2685.85      | 0.00%             | 2027-03-14      | Fixed         | 24.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8188783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3581 | PA      | $3456.11      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1564.27      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8418722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17363 | PA      | $17050.89     | 0.01%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8489784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $891.09       | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9068 | PA      | $8840.58      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8458815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9573 | PA      | $9139.92      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2934452.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13662 | PA      | $13343.84     | 0.00%             | 2027-04-12      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785701.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $1082.61      | 0.00%             | 2027-03-14      | Fixed         | 29.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2267364.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $888.30       | 0.00%             | 2026-12-17      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1721612.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $2084.51      | 0.00%             | 2027-02-16      | Fixed         | 26.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6285379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $0.00         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2471019.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $420.47       | 0.00%             | 2027-01-20      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8710044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23416 | PA      | $22964.78     | 0.01%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7621653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $1376.93      | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Osttra Group Ltd.                                                                     | Osttra Group Ltd., First Lien, CME Term Loan                                                      | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    209607 | PA      | $210497.83    | 0.08%             | 2032-05-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                               | Talen Energy Supply LLC, First Lien, Initial CME Term Loan, B                                     | CUSIP: 87422LAV2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206106 | PA      | $206830.05    | 0.08%             | 2030-05-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2302 | PA      | $2168.36      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7598765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $434.79       | 0.00%             | 2025-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789869.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3668 | PA      | $3603.86      | 0.00%             | 2027-03-14      | Fixed         | 21.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8340102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1747 | PA      | $1322.70      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4785 | PA      | $4598.77      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17142 | PA      | $16573.26     | 0.01%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31001 | PA      | $24930.55     | 0.01%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13620 | PA      | $13346.06     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9203776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9661 | PA      | $8867.94      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5518 | PA      | $5332.10      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932828.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $985.51       | 0.00%             | 2027-04-12      | Fixed         | 26.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1163 | PA      | $1060.93      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $2673.27      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24011 | PA      | $22451.95     | 0.01%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Light & Wonder International, Inc.                                                    | Light & Wonder International, Inc., First Lien, CME Term Loan, B2                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    158748 | PA      | $159085.68    | 0.06%             | 2029-04-16      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2039 | PA      | $1988.51      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9195164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1650 | PA      | $1503.37      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6526438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $3.50         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2769930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12279 | PA      | $11994.40     | 0.00%             | 2027-03-14      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8407535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39340 | PA      | $33647.98     | 0.01%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8212978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4722 | PA      | $895.38       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29373 | PA      | $27408.57     | 0.01%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8502261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1300.86      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22982 | PA      | $21391.23     | 0.01%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781236.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $884.19       | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2267398.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $66.39        | 0.00%             | 2025-10-17      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8545 | PA      | $7600.76      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4136 | PA      | $4068.82      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8835526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23192 | PA      | $22167.68     | 0.01%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35327 | PA      | $33643.80     | 0.01%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7961282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12643 | PA      | $5298.44      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Polaris Newco LLC                                                                     | Polaris Newco LLC, First Lien, Dollar CME Term Loan                                               | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    601242 | PA      | $586751.76    | 0.21%             | 2028-06-02      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $701.97       | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5326 | PA      | $4768.04      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3023 | PA      | $1421.92      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -979275 | PA      | $-979274.66   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9454 | PA      | $9068.01      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8387244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7308 | PA      | $7079.45      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7862243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $221.89       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27662 | PA      | $26668.69     | 0.01%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8811442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7944 | PA      | $7508.99      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992588454.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4775 | PA      | $4274.66      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp., 149326456.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $697.35       | 0.00%             | 2035-06-30      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2233.57      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7949413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25989 | PA      | $17059.26     | 0.01%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9081096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41324 | PA      | $38893.82     | 0.01%             | 2026-11-13      | None          | 0.00%                 | 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        |   1569501 | PA      | $1456269.16   | 0.53%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                                | LifePoint Health, Inc., First Lien, CME Term Loan, B1                                             | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222046 | PA      | $220033.21    | 0.08%             | 2031-05-19      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8854650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4050 | PA      | $3931.86      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5272 | PA      | $5092.31      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8245627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2548.62      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $3376.10      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8151363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1692.62      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187621983.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6375 | PA      | $6441.44      | 0.00%             | 2027-03-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2466.42      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8670642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15610 | PA      | $10137.83     | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6983907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5990 | PA      | $30.59        | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13132268.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19621 | PA      | $20277.90     | 0.01%             | 2027-11-01      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $603.07       | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8466851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $2114.45      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8976988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $495.82       | 0.00%             | 2026-10-17      | 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        |    636268 | PA      | $629615.73    | 0.23%             | 2028-10-02      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8796879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $439.79       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8647888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3829.84      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2343 | PA      | $2297.75      | 0.00%             | 2027-03-14      | Fixed         | 15.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $1773.93      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8277816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3602.04      | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7461229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $557.66       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7660940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $111.95       | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $684.14       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2656980.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3689 | PA      | $3623.63      | 0.00%             | 2027-02-18      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992310357.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743944.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $602.90       | 0.00%             | 2027-04-30      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785533.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4481 | PA      | $4341.47      | 0.00%             | 2027-03-14      | Fixed         | 5.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8181680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2185 | PA      | $1970.80      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AZZ, Inc.                                                                             | AZZ, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    107909 | PA      | $108702.04    | 0.04%             | 2029-05-14      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1213.78      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5965 | PA      | $5811.70      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $868.75       | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2926179.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14529 | PA      | $14237.58     | 0.01%             | 2027-04-14      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8364729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9892 | PA      | $9677.71      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8849609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $805.63       | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8032736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $2046.24      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2111536.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5228 | PA      | $5136.21      | 0.00%             | 2027-04-24      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $431.92       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7299309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8689 | PA      | $2223.99      | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1890870.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $2065.87      | 0.00%             | 2026-10-21      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8816272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18260 | PA      | $17097.99     | 0.01%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7964426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3123 | PA      | $856.98       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6297 | PA      | $5896.91      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1411 | PA      | $1314.66      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6640951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3014 | PA      | $6.68         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8004 | PA      | $7087.98      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $2324.17      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17263 | PA      | $16536.73     | 0.01%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5994040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6214 | PA      | $0.00         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6317901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $0.84         | 0.00%             | 2034-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7987815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5512 | PA      | $5405.48      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $800.24       | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7985075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $658.80       | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743894.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16402 | PA      | $16266.49     | 0.01%             | 2027-03-23      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1722725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $581.84       | 0.00%             | 2027-02-16      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8120652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $340.22       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10087 | PA      | $9432.85      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $571.91       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3479 | PA      | $3381.72      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $826.28       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3412 | PA      | $3184.01      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8869585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3922 | PA      | $3748.52      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7244108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $26.39        | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992170854.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928953.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2415 | PA      | $2310.24      | 0.00%             | 2029-09-11      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8478005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2614.69      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992333164.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $1037.31      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $192.61       | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2933926.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15353 | PA      | $15087.26     | 0.01%             | 2027-04-12      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $736.47       | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8090264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $379.71       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39029 | PA      | $37700.11     | 0.01%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8710953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15619 | PA      | $15071.85     | 0.01%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $1315.78      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1181.33      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9126609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $1627.15      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7302186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $21.63        | 0.00%             | 2035-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7698491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3131 | PA      | $2134.98      | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9165058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57963 | PA      | $54263.23     | 0.02%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $1494.20      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14440616.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       211 | PA      | $210.72       | 0.00%             | 2035-07-01      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $510.37       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8643359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1254 | PA      | $1201.90      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5103 | PA      | $4658.46      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9153027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51464 | PA      | $47347.10     | 0.02%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                                | Merrill Lynch Mortgage Investors Trust, Series 2003-OPT1, Class B2                                | CUSIP: 5899295P9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33301 | PA      | $16540.02     | 0.01%             | 2034-07-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9575 | PA      | $9209.82      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3688.03      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40231 | PA      | $35836.26     | 0.01%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8063424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $240.65       | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5268 | PA      | $4944.12      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9028403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4685 | PA      | $4471.58      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8478143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $51.33        | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5353 | PA      | $4933.70      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1304.68      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $2325.46      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $617298.60    | 0.22%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930377.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8149 | PA      | $8057.53      | 0.00%             | 2027-04-11      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11544 | PA      | $10672.22     | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8064189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $521.49       | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $2137.28      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9085809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13718 | PA      | $13182.72     | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7740 | PA      | $7572.47      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309258.00    | 0.11%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8701 | PA      | $8147.15      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Station Casinos LLC                                                                   | Station Casinos LLC                                                                               | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196245.79    | 0.07%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783376.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $1554.10      | 0.00%             | 2027-03-14      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789222.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $163.99       | 0.00%             | 2027-08-20      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8351765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3367 | PA      | $3312.61      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6226524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $0.00         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                              | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $410829.20    | 0.15%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2815 | PA      | $2764.07      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1088.05      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5958 | PA      | $5697.26      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8659090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13926 | PA      | $13338.19     | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12792566.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6485 | PA      | $6612.42      | 0.00%             | 2027-02-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8120027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $391.41       | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1665174.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17938 | PA      | $0.00         | 0.00%             | 2026-11-22      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9079036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $2280.03      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782493.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1080.23      | 0.00%             | 2027-03-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9110504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10178 | PA      | $9139.45      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8031400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $204.04       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8954018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $1253.87      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Greystar Real Estate Partners LLC                                                     | Greystar Real Estate Partners LLC, First Lien, CME Term Loan, B2                                  | CUSIP: 39806LAD9<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    124182 | PA      | $124647.33    | 0.05%             | 2030-08-21      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111428.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1921.42      | 0.00%             | 2026-11-24      | Fixed         | 15.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $558.89       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7654737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $18.47        | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $1710.53      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21809 | PA      | $19818.62     | 0.01%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3840 | PA      | $3750.87      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930354.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8638 | PA      | $8437.78      | 0.00%             | 2027-04-11      | Fixed         | 8.77%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9874 | PA      | $8838.02      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1698271.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4562 | PA      | $4538.84      | 0.00%             | 2027-01-19      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $3478.84      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8281351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $103.66       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3220 | PA      | $3087.49      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC                 | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    325000 | PA      | $325000.00    | 0.12%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2473987.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $518.68       | 0.00%             | 2027-01-20      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| GC Ferry Acquisition I, Inc.                                                          | GC Ferry Acquisition I, Inc., First Lien, CME Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    564718 | PA      | $555541.42    | 0.20%             | 2032-06-02      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7411944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $258.09       | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782583.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2463 | PA      | $2424.85      | 0.00%             | 2027-03-14      | Fixed         | 26.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17303 | PA      | $16980.29     | 0.01%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7413 | PA      | $6988.53      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2790608.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3757 | PA      | $831.12       | 0.00%             | 2027-08-14      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8081907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $606.09       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1019 | PA      | $828.94       | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                            | Coronado Finance Pty. Ltd.                                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $410564.28    | 0.15%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8754270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5708 | PA      | $5525.87      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1733504.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5756 | PA      | $5698.53      | 0.00%             | 2027-04-15      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8595165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $491.14       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12910819.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3859 | PA      | $3952.23      | 0.00%             | 2027-06-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928908.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $477.72       | 0.00%             | 2027-04-11      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992214041.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-01      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $691.97       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $560.62       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $592.83       | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13060467.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20889 | PA      | $21192.86     | 0.01%             | 2027-03-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8877253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6921 | PA      | $6697.33      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $958.86       | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9664 | PA      | $9261.92      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9244168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7262 | PA      | $6617.18      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Peraton Corp.                                                                         | Peraton Corp., First Lien, CME Term Loan, B                                                       | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1399387 | PA      | $1239331.93   | 0.45%             | 2028-02-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8516928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9337 | PA      | $8625.89      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7982373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30230 | PA      | $16829.27     | 0.01%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8177875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $613.85       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7365864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $23.37        | 0.00%             | 2035-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786414.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2695 | PA      | $2640.50      | 0.00%             | 2027-03-14      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9092824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2374 | PA      | $2281.07      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $1001.38      | 0.00%             | 2027-03-14      | Fixed         | 15.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8505874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21931 | PA      | $21486.11     | 0.01%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6254118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10644 | PA      | $0.81         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930096.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1998.04      | 0.00%             | 2027-04-11      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9239810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17089 | PA      | $15602.43     | 0.01%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12042791.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33024 | PA      | $6915.84      | 0.00%             | 2027-12-30      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2895 | PA      | $2853.70      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8901939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4212 | PA      | $3996.75      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1217.98      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9139954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5922 | PA      | $5404.53      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7077874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $13.61        | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8521 | PA      | $8170.06      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8281096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $275.64       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1261.32      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8271359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21838 | PA      | $17730.17     | 0.01%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9462 | PA      | $8847.24      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9076788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11856 | PA      | $11136.98     | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Wholesale Mortgage LLC                                                         | United Wholesale Mortgage LLC                                                                     | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400210.84    | 0.15%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $1402.00      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7363 | PA      | $6584.43      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8907192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25559 | PA      | $24697.13     | 0.01%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785618.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10951 | PA      | $10762.07     | 0.00%             | 2027-03-14      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7507909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30984 | PA      | $694.25       | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9162917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8063 | PA      | $7369.52      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4129 | PA      | $3862.34      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6157908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $0.07         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9056079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8408 | PA      | $7909.94      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785470.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4799 | PA      | $4727.03      | 0.00%             | 2027-03-14      | Fixed         | 29.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8483709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4613 | PA      | $4500.04      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9076213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11528 | PA      | $11044.49     | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7680219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $233.42       | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2653485.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4883 | PA      | $4805.05      | 0.00%             | 2027-02-20      | Fixed         | 27.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992451388.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $2281.52      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8201263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $1468.07      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477875.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6376 | PA      | $6213.14      | 0.00%             | 2029-06-21      | Fixed         | 11.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1557.09      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6077 | PA      | $5838.45      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1508.82      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1679512.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7707 | PA      | $7688.77      | 0.00%             | 2026-12-15      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2851.99      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5379 | PA      | $5079.93      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8782555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9615 | PA      | $8871.27      | 0.00%             | 2026-08-27      | 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        |    316706 | PA      | $317596.19    | 0.12%             | 2031-12-09      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6011390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $0.00         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1486 | PA      | $1450.35      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2653926.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6127 | PA      | $6002.08      | 0.00%             | 2027-02-18      | Fixed         | 14.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929101.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $728.14       | 0.00%             | 2027-04-11      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $1372.40      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7425766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5117 | PA      | $2714.37      | 0.00%             | 2035-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5997611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $0.10         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8199489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16346 | PA      | $13350.72     | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                             | Manitowoc Co., Inc. (The)                                                                         | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316107.86    | 0.11%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11623 | PA      | $11327.42     | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2270621.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1846 | PA      | $1813.38      | 0.00%             | 2026-12-17      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1830 | PA      | $1708.90      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5015 | PA      | $4802.78      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9238885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6322 | PA      | $5909.39      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7329000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $99.73        | 0.00%             | 2035-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1556.44      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806964.80    | 0.29%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7923341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $342.86       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8717949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7419 | PA      | $7122.59      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $2520.28      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7385186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15580 | PA      | $392.91       | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187751574.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15782 | PA      | $15889.90     | 0.01%             | 2027-03-30      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4613 | PA      | $4387.27      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MKS Instruments, Inc.                                                                 | MKS Instruments, Inc., First Lien, 2025-1 Dollar CME Term Loan, B                                 | CUSIP: 55314NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    659496 | PA      | $662051.30    | 0.24%             | 2029-08-17      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7413977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $916.89       | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13351 | PA      | $5571.02      | 0.00%             | 2027-09-11      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1312.14      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781775.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $862.92       | 0.00%             | 2027-03-14      | Fixed         | 31.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19677 | PA      | $18913.81     | 0.01%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7961107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2089 | PA      | $1616.15      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8281101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5681 | PA      | $5586.16      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8855 | PA      | $8143.37      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Grifols SA                                                                            | Grifols SA                                                                                        | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $577171.20    | 0.21%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8007082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $412.34       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7764885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5032 | PA      | $4561.27      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2605 | PA      | $2458.75      | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4481 | PA      | $4402.99      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8167768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $21.52        | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17374 | PA      | $16200.33     | 0.01%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4001 | PA      | $3905.63      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12787408.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4886 | PA      | $4950.42      | 0.00%             | 2026-04-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3852.77      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9125 | PA      | $6947.31      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $2818.25      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                      | Jaguar Land Rover Automotive plc                                                                  | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $697345.95    | 0.25%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7442975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $31.22        | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6374829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5779 | PA      | $0.00         | 0.00%             | 2034-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7600629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3898 | PA      | $1503.62      | 0.00%             | 2025-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $1013.63      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6957706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $5.42         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740955.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10473 | PA      | $10385.14     | 0.00%             | 2027-03-23      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6937 | PA      | $6669.14      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1742649.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8973 | PA      | $8936.13      | 0.00%             | 2027-03-22      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8840219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3605 | PA      | $3459.55      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5245 | PA      | $5078.13      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2102 | PA      | $2004.09      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1452 | PA      | $1412.05      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781077.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $577.47       | 0.00%             | 2027-03-14      | Fixed         | 31.22%                | 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        |    106521 | PA      | $106704.21    | 0.04%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3335 | PA      | $3112.29      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AthenaHealth Group, Inc.                                                              | AthenaHealth Group, Inc., First Lien, Initial CME Term Loan                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1732191 | PA      | $1732407.65   | 0.63%             | 2029-02-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8923656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5460 | PA      | $5233.48      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781099.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $982.81       | 0.00%             | 2027-03-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8393617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7645 | PA      | $7519.16      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12840175.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4824 | PA      | $4941.02      | 0.00%             | 2027-04-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9149097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2758 | PA      | $2485.18      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9117853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3897 | PA      | $3703.77      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2472901.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4575 | PA      | $4492.20      | 0.00%             | 2027-02-01      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780882.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4925 | PA      | $4835.85      | 0.00%             | 2027-08-14      | Fixed         | 22.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7806075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $19.84        | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930626.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $265.92       | 0.00%             | 2027-09-11      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                            | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199472.25    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79327 | PA      | $76851.00     | 0.03%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10149 | PA      | $9756.55      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8911064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3717 | PA      | $3554.90      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8883131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4841 | PA      | $4525.75      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $1875.97      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8667081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9789 | PA      | $8746.63      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9146578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1416.35      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956352.40    | 0.35%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6252 | PA      | $5718.80      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9072377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29210 | PA      | $26158.04     | 0.01%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8502495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $333.01       | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12800972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10826 | PA      | $11238.91     | 0.00%             | 2027-04-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782188.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8031 | PA      | $7885.36      | 0.00%             | 2027-08-14      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Signia Aerospace LLC                                                                  | Signia Aerospace LLC, First Lien, Initial CME Term Loan                                           | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271793 | PA      | $273492.03    | 0.10%             | 2031-12-11      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9244317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7793 | PA      | $7281.53      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276769.86    | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13721 | PA      | $12763.49     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8423748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27432 | PA      | $797.97       | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2845 | PA      | $2792.09      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7875047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $5.02         | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657700.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5629 | PA      | $5524.46      | 0.00%             | 2027-02-18      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785803.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $163.86       | 0.00%             | 2027-03-14      | Fixed         | 15.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8019825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $31.41        | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9248581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $2783.38      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4656.47      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17338 | PA      | $14268.16     | 0.01%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2263431.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2557 | PA      | $2503.11      | 0.00%             | 2026-12-16      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1732976.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $5974.50      | 0.00%             | 2027-03-22      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8076328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2322 | PA      | $2203.99      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9832 | PA      | $8761.94      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7060939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $467.56       | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7145816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $48.64        | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7003117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $4.87         | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1041.84      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13199989.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22410 | PA      | $23237.56     | 0.01%             | 2027-05-14      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7452 | PA      | $7214.67      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8430503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2934 | PA      | $2874.17      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7452358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $483.78       | 0.00%             | 2025-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779732.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4722 | PA      | $4640.99      | 0.00%             | 2027-03-14      | Fixed         | 18.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1372.62      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9108761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5724 | PA      | $5471.00      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784675.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1108.27      | 0.00%             | 2027-03-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932813.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $6122.84      | 0.00%             | 2027-04-12      | Fixed         | 19.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1893402.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $2415.14      | 0.00%             | 2026-10-21      | Fixed         | 27.14%                | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                     | Cornerstone Building Brands, Inc.                                                                 | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $726030.60    | 0.26%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2988 | PA      | $2850.65      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14256949.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6061 | PA      | $6132.55      | 0.00%             | 2025-10-23      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11487 | PA      | $10481.57     | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8719 | PA      | $8218.73      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8763 | PA      | $8351.41      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13791 | PA      | $12985.87     | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13870 | PA      | $13279.72     | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1750606.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3962 | PA      | $3923.71      | 0.00%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5512 | PA      | $5408.92      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3230 | PA      | $3128.81      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8514209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5768 | PA      | $5624.69      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992210631.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $4.20         | 0.00%             | 2030-07-01      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6439336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10031 | PA      | $2.15         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32365 | PA      | $31015.36     | 0.01%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $4290.72      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2763354.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4889 | PA      | $4809.12      | 0.00%             | 2027-03-14      | Fixed         | 24.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12967 | PA      | $12419.83     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1905.21      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187670705.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18780 | PA      | $18298.35     | 0.01%             | 2027-03-29      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13987 | PA      | $12717.90     | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3667 | PA      | $3610.15      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    720000 | PA      | $748090.80    | 0.27%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1150.56      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7530909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $19.35        | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786287.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $170.19       | 0.00%             | 2027-03-14      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7650606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1995 | PA      | $275.37       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8214128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $32.35        | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7187557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3500 | PA      | $917.40       | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6677 | PA      | $6598.08      | 0.00%             | 2027-08-14      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2648053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2797 | PA      | $2764.66      | 0.00%             | 2027-02-18      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9234342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $870.68       | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10617769.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2424.03      | 0.00%             | 2026-06-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789245.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $4041.07      | 0.00%             | 2027-03-28      | Fixed         | 16.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9057193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11321 | PA      | $10608.47     | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10916888.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5604 | PA      | $5679.91      | 0.00%             | 2026-12-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992122276.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7978084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $148.36       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9028172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6539 | PA      | $6271.55      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787085.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       802 | PA      | $57.81        | 0.00%             | 2025-08-28      | Fixed         | 24.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7298379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $490.41       | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7701 | PA      | $7231.62      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992420593.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8510637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6570 | PA      | $6324.12      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6259245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $0.04         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $841.57       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8018 | PA      | $7720.37      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740508.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $3128.73      | 0.00%             | 2027-03-23      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8522951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8411 | PA      | $4262.70      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9053578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6149 | PA      | $5847.52      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7964666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10220 | PA      | $9033.11      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8307 | PA      | $7941.38      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $424.43       | 0.00%             | 2027-03-14      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $252.14       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8732544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $3556.64      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17209 | PA      | $16515.28     | 0.01%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $552.17       | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7329113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10623 | PA      | $460.55       | 0.00%             | 2035-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187829994.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15706 | PA      | $16007.21     | 0.01%             | 2027-04-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783463.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4570 | PA      | $4468.15      | 0.00%             | 2027-03-14      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $313.71       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8060 | PA      | $7878.46      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9177726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3946 | PA      | $3625.08      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12944703.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1848 | PA      | $1872.38      | 0.00%             | 2027-04-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8586816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11559 | PA      | $11308.10     | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9094763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13307 | PA      | $12389.15     | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7411162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33263 | PA      | $885.32       | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $792.27       | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9182307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3842 | PA      | $3533.36      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1894387.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $384.03       | 0.00%             | 2026-10-21      | Fixed         | 17.87%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11815677.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9641 | PA      | $9799.90      | 0.00%             | 2026-12-30      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5406 | PA      | $4890.48      | 0.00%             | 2026-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $950.67       | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8421885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6036 | PA      | $5900.58      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992375134.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8048473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $1616.77      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18867 | PA      | $18509.28     | 0.01%             | 2027-03-14      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8732814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $871.65       | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                               | Mavis Tire Express Services Topco Corp., First Lien, Incremental CME Term Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    132743 | PA      | $131084.06    | 0.05%             | 2032-05-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689590.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2278 | PA      | $2263.83      | 0.00%             | 2027-01-14      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20100 | PA      | $18699.83     | 0.01%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $959.93       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8393213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1254.88      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7845896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $40.61        | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8526509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $656.36       | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $1578.48      | 0.00%             | 2026-06-30      | None          | 0.00%                 | 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        |    691250 | PA      | $692618.68    | 0.25%             | 2029-03-05      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9056162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2405 | PA      | $2308.50      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PetSmart LLC                                                                          | PetSmart LLC, First Lien, Initial CME Term Loan                                                   | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498697 | PA      | $494645.26    | 0.18%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7370739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $67.93        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1650.27      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186624355.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5318 | PA      | $5331.60      | 0.00%             | 2027-03-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992238434.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $411.40       | 0.00%             | 2026-09-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744034.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5550 | PA      | $5619.08      | 0.00%             | 2027-05-10      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2267234.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $491.91       | 0.00%             | 2026-12-17      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8335 | PA      | $8053.03      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2169.15      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9021446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59416 | PA      | $56040.60     | 0.02%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1612.99      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7799 | PA      | $7544.37      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Northriver Midstream Finance LP                                                       | Northriver Midstream Finance LP                                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1140010.30   | 0.41%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9205458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21876 | PA      | $20208.40     | 0.01%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3812 | PA      | $3740.06      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calderys Financing LLC                                                                | Calderys Financing LLC                                                                            | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $849108.22    | 0.31%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333333 | PA      | $332776.78    | 0.12%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12792270.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4716.83      | 0.00%             | 2026-04-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $2471.15      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3138XMK66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       567 | PA      | $555.36       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $394.06       | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC               | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $671412.95    | 0.24%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3053 | PA      | $3207.16      | 0.00%             | 2030-03-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7334461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $17.06        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8062268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $55.16        | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $301.43       | 0.00%             | 2027-04-12      | Fixed         | 14.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3198 | PA      | $3177.35      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8924440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19401 | PA      | $18793.09     | 0.01%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                               | Grand Canyon University                                                                           | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1264072.86   | 0.46%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788480.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3401 | PA      | $3340.53      | 0.00%             | 2027-08-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2691 | PA      | $2461.06      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8870483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13596 | PA      | $13166.37     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $957.45       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743195.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $422.44       | 0.00%             | 2025-10-03      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9076038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2454 | PA      | $2310.07      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7235467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $69.69        | 0.00%             | 2035-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $605637.00    | 0.22%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8160380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6208 | PA      | $5784.90      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $631.19       | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9146262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1777.11      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2489.81      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8505401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2228 | PA      | $917.20       | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12119588.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $5201.14      | 0.00%             | 2027-04-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1687689.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6192 | PA      | $6300.56      | 0.00%             | 2026-12-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5822 | PA      | $4023.05      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9223909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16893 | PA      | $15798.32     | 0.01%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7682512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $27.96        | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782045.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7324 | PA      | $7255.23      | 0.00%             | 2027-03-14      | Fixed         | 19.92%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                             | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1142136.60   | 0.41%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8940916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $1740.74      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744580.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4213 | PA      | $934.29       | 0.00%             | 2027-04-07      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2389 | PA      | $2274.22      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $1977.06      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Radiology Partners, Inc.                                                              | Radiology Partners, Inc., First Lien, CME Term Loan, B                                            | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650347 | PA      | $650890.45    | 0.24%             | 2029-01-31      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22031 | PA      | $20234.19     | 0.01%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1218.18      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7174416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $18.67        | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929573.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7135 | PA      | $7055.59      | 0.00%             | 2027-04-11      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186875668.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7704 | PA      | $6295.18      | 0.00%             | 2027-03-21      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8931016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3305.67      | 0.00%             | 2026-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5213 | PA      | $45.64        | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7863145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7323 | PA      | $107.16       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $777.62       | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9256751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54087 | PA      | $49315.16     | 0.02%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $1099.40      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933170.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10299 | PA      | $10062.10     | 0.00%             | 2027-04-12      | Fixed         | 10.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9200158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $1246.39      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oceankey US II Corp.                                                                  | Oceankey US II Corp., First Lien, Initial CME Term Loan                                           | CUSIP: 67526KAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298458 | PA      | $299427.57    | 0.11%             | 2028-12-15      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                              | ProAmpac PG Borrower LLC, First Lien, 2024 CME Term Loan, B                                       | CUSIP: 74274NAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    477923 | PA      | $480371.94    | 0.17%             | 2028-09-15      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8522004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12203 | PA      | $11848.08     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3740 | PA      | $3672.33      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783427.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3010 | PA      | $2949.49      | 0.00%             | 2027-03-14      | Fixed         | 12.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8252443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $764.91       | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20847 | PA      | $20403.83     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9111289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18753 | PA      | $17916.12     | 0.01%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7384646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $265.62       | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7890889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1337 | PA      | $1271.06      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8406 | PA      | $8255.48      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8398933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $211.32       | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8261047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3762 | PA      | $3501.89      | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8870251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $1893.91      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                                          | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    425000 | PA      | $447316.50    | 0.16%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2266678.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4943 | PA      | $4843.07      | 0.00%             | 2026-12-16      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9126835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $1985.94      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14429358.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $362.21       | 0.00%             | 2027-06-17      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14420972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8429 | PA      | $8607.51      | 0.00%             | 2027-07-26      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2109993.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2167 | PA      | $2140.22      | 0.00%             | 2026-11-24      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9215439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $2054.27      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                                      | Gray Media, Inc.                                                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225208.87    | 0.08%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8012919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15722 | PA      | $13059.56     | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2118 | PA      | $2059.26      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23190 | PA      | $21789.82     | 0.01%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928577.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $649.49       | 0.00%             | 2027-04-11      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187819893.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19684 | PA      | $19915.10     | 0.01%             | 2027-03-31      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9079226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6882 | PA      | $6637.85      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1274 | PA      | $1233.05      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8291469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3250 | PA      | $3199.85      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9205082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2104.08      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7778601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $476.78       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187071023.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6825 | PA      | $6778.30      | 0.00%             | 2027-03-11      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10308 | PA      | $9862.36      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1688213.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3216 | PA      | $3200.88      | 0.00%             | 2027-01-12      | Fixed         | 15.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2649.30      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $864.29       | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779187.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9003 | PA      | $8898.25      | 0.00%             | 2027-03-14      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8195317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24739 | PA      | $23833.03     | 0.01%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8559060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4621 | PA      | $1301.32      | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6687486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $5.89         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                                            | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class D                                              | CUSIP: 09631BAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004961.17   | 0.36%             | 2034-04-19      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8514582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $874.60       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2656455.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9785 | PA      | $9541.57      | 0.00%             | 2027-07-27      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1899.42      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17217 | PA      | $16886.20     | 0.01%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4100 | PA      | $3986.74      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2673 | PA      | $2630.02      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2654823.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $851.07       | 0.00%             | 2027-02-18      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1639 | PA      | $1564.50      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8830104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9040 | PA      | $8794.71      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5691 | PA      | $5131.81      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12886380.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7245 | PA      | $7302.18      | 0.00%             | 2026-04-03      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $1034.43      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11901 | PA      | $11119.23     | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9160773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3789 | PA      | $3534.88      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3932 | PA      | $3860.07      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8191242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3722 | PA      | $3700.67      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $2089.16      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5187 | PA      | $4841.90      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8114447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5540 | PA      | $1861.85      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3813 | PA      | $943.86       | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Building Solutions, Inc.                                                     | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    900000 | PA      | $922755.60    | 0.34%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9143958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15156 | PA      | $14067.44     | 0.01%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11751486.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6581 | PA      | $6670.58      | 0.00%             | 2026-12-23      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3653 | PA      | $3529.53      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10036 | PA      | $9496.84      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12801776.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10903 | PA      | $11256.55     | 0.00%             | 2027-02-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $471.60       | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8276707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $336.20       | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $744.00       | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $2535.85      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992288452.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-14      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9214101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4416 | PA      | $4012.98      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Russell Investments US Institutional Holdco, Inc.                                     | Russell Investments US Institutional Holdco, Inc., First Lien, 2027 CME Term Loan                 | CUSIP: 78249LAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    609163 | PA      | $577639.23    | 0.21%             | 2027-05-28      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7140 | PA      | $6796.70      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8332129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2518.00      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8660946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6829 | PA      | $6749.28      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3133 | PA      | $2869.32      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7848556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4437 | PA      | $3163.06      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8926742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18738 | PA      | $18043.70     | 0.01%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8042105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $1760.44      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9238216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       938 | PA      | $855.20       | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3025 | PA      | $2821.47      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6983184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2759 | PA      | $36.39        | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8733763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8627 | PA      | $7582.99      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9073615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1627 | PA      | $1534.64      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8273624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $959.66       | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9247306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3217 | PA      | $2974.51      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3346 | PA      | $3218.53      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3271 | PA      | $3027.33      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                              | Great Canadian Gaming Corp. / Raptor LLC                                                          | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $881571.87    | 0.32%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6105 | PA      | $5970.21      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8327208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751 | PA      | $671.94       | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785328.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2860 | PA      | $2802.39      | 0.00%             | 2027-03-14      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $3018.27      | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7845917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1411 | PA      | $833.02       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8487146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16037 | PA      | $15817.93     | 0.01%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8226147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3482 | PA      | $3430.05      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11799619.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9835 | PA      | $10307.45     | 0.00%             | 2027-02-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $646.14       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8489082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $444.07       | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3306 | PA      | $3093.12      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11266 | PA      | $10879.76     | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7928943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1019 | PA      | $196.56       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4092 | PA      | $2730.31      | 0.00%             | 2027-03-14      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6830425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $3.48         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8404855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17336 | PA      | $16715.81     | 0.01%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $298.22       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36201SG60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28030 | PA      | $28970.45     | 0.01%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $922.37       | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932038.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $1319.94      | 0.00%             | 2027-04-11      | Fixed         | 22.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $833.73       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1158 | PA      | $1085.40      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13693 | PA      | $11695.18     | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20564 | PA      | $19103.72     | 0.01%             | 2026-09-21      | 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        |    340734 | PA      | $342991.79    | 0.12%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7692997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1311 | PA      | $1158.86      | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9180 | PA      | $8883.73      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8857969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1109.08      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8615481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1153.56      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8442301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20473 | PA      | $2118.59      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8951739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16140 | PA      | $13968.86     | 0.01%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13109 | PA      | $12561.35     | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9123272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26273 | PA      | $24827.70     | 0.01%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787434.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2003 | PA      | $1970.46      | 0.00%             | 2027-03-14      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8460864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $528.13       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8422784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2741 | PA      | $2699.32      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19175 | PA      | $18370.74     | 0.01%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8115844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $254.09       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8689344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4276 | PA      | $4188.28      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784794.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1978 | PA      | $1945.50      | 0.00%             | 2027-03-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13405408.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10281 | PA      | $10705.09     | 0.00%             | 2027-03-30      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61996 | PA      | $59830.63     | 0.02%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7728570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2293 | PA      | $1451.77      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19304 | PA      | $18170.91     | 0.01%             | 2026-11-19      | None          | 0.00%                 | 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        |    419857 | PA      | $416380.62    | 0.15%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8695787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7467 | PA      | $7310.10      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780420.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5136 | PA      | $5036.81      | 0.00%             | 2027-03-14      | Fixed         | 14.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15622 | PA      | $14652.71     | 0.01%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6399808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $1.13         | 0.00%             | 2034-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4076 | PA      | $3735.64      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17950 | PA      | $17135.69     | 0.01%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9000304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4882 | PA      | $4675.79      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $157.12       | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6335477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $0.01         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1107.86      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9110682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $1024.86      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9076086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8949 | PA      | $8559.92      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13424293.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9188 | PA      | $9311.13      | 0.00%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786517.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7614 | PA      | $7487.23      | 0.00%             | 2027-03-14      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1687862.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3085 | PA      | $3200.70      | 0.00%             | 2027-01-12      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8811833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6082 | PA      | $5847.29      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9106638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $2487.81      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -998490 | PA      | $-998490.28   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47193 | PA      | $44538.80     | 0.02%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8459416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22061 | PA      | $20659.28     | 0.01%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                                                            | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class CR                                             | CUSIP: 09630GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008386.89   | 0.73%             | 2034-10-20      | Floating      | 6.73%                 | No            |                  2 | 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        |    892839 | PA      | $893102.41    | 0.32%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1652735.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $2370.49      | 0.00%             | 2026-11-16      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7707363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $89.18        | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657769.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5160 | PA      | $5071.50      | 0.00%             | 2027-02-18      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8749543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10789 | PA      | $10455.29     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8085688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3744 | PA      | $3252.79      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20396 | PA      | $19569.17     | 0.01%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187644231.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8722 | PA      | $8814.25      | 0.00%             | 2027-03-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1785.64      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8316584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3841 | PA      | $3705.37      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9145148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4355 | PA      | $4078.16      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2927958.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9000 | PA      | $8793.90      | 0.00%             | 2027-09-26      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7529827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $124.89       | 0.00%             | 2025-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8302317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $375.99       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22754 | PA      | $21981.28     | 0.01%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2016021.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6090 | PA      | $5980.43      | 0.00%             | 2026-11-10      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5695 | PA      | $5565.81      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13441350.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4865 | PA      | $5011.74      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14545674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5788 | PA      | $6051.99      | 0.00%             | 2027-08-03      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $710.35       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5419 | PA      | $4986.43      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1755237.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5311 | PA      | $5378.68      | 0.00%             | 2027-04-08      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9163114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3295 | PA      | $3044.17      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1291.17      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25955 | PA      | $25334.10     | 0.01%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4230 | PA      | $3999.24      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474789.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11185 | PA      | $10921.78     | 0.00%             | 2027-06-20      | Fixed         | 13.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13016825.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14676 | PA      | $3022.29      | 0.00%             | 2027-06-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5258 | PA      | $4820.32      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1834 | PA      | $1752.30      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8302264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2278 | PA      | $1763.12      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1911 | PA      | $1856.61      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5183 | PA      | $5008.15      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9240702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36632 | PA      | $33680.86     | 0.01%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6443705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $0.44         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6302451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48897 | PA      | $0.00         | 0.00%             | 2034-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14889 | PA      | $14206.81     | 0.01%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $3282.05      | 0.00%             | 2026-07-23      | None          | 0.00%                 | 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        |    800000 | PA      | $805102.40    | 0.29%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6640 | PA      | $5254.10      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8504810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2844.03      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8059635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $648.57       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2935930.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4172 | PA      | $4127.73      | 0.00%             | 2027-04-12      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8170418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3677 | PA      | $37.81        | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1497.62      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8155739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $1759.51      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8352179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $625.40       | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adient US LLC                                                                         | Adient US LLC, First Lien, CME Term Loan, B2                                                      | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    468721 | PA      | $470371.24    | 0.17%             | 2031-01-31      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2168 | PA      | $2083.00      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7385592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $28.35        | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8027604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $110.65       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8355777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1366.98      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp., First Lien, CME Term Loan, B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    168235 | PA      | $168761.87    | 0.06%             | 2030-12-17      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                         | Smyrna Ready Mix Concrete LLC                                                                     | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1259072.20   | 0.46%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8905890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       740 | PA      | $272.91       | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6610 | PA      | $1706.32      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8774054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10955 | PA      | $10828.18     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9082810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10937 | PA      | $10479.15     | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1784 | PA      | $1702.91      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13644113.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9299 | PA      | $9351.62      | 0.00%             | 2027-05-15      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779074.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3023 | PA      | $100.68       | 0.00%             | 2027-03-14      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7565647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $443.94       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $838.81       | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8830168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35815 | PA      | $34855.41     | 0.01%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6126546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19042 | PA      | $0.00         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992394519.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $1.42         | 0.00%             | 2030-07-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2084 | PA      | $105.97       | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7069074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4337 | PA      | $633.01       | 0.00%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8923168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26617 | PA      | $25633.34     | 0.01%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13158258.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7101 | PA      | $714.60       | 0.00%             | 2027-04-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8092099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3653.68      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1526.11      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12779873.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6755 | PA      | $6808.47      | 0.00%             | 2026-04-03      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7516754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $141.27       | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1915.99      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1655334.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $3008.40      | 0.00%             | 2026-10-27      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7691 | PA      | $7534.72      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $1231.81      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1149024.48   | 0.42%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13657764.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20121 | PA      | $20539.34     | 0.01%             | 2027-11-13      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4418 | PA      | $4111.15      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8424559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $1709.13      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6255882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $0.00         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7780421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10941 | PA      | $5368.58      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1150.45      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932535.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4578 | PA      | $332.90       | 0.00%             | 2027-04-12      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2217.25      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992494028.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2053 | PA      | $1680.22      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14323 | PA      | $13416.76     | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8396193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28087 | PA      | $26762.12     | 0.01%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7471 | PA      | $5198.08      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2655259.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2493.77      | 0.00%             | 2027-02-18      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11705 | PA      | $11586.00     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8203626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $140.72       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7790836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $435.37       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8035417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $961.74       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13649694.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8219 | PA      | $8569.43      | 0.00%             | 2027-06-30      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3186 | PA      | $2939.72      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8822536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $2491.87      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8838754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6947 | PA      | $5686.72      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931962.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $597.15       | 0.00%             | 2027-04-11      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2658 | PA      | $2571.97      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3112.77      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pathway Vet Alliance LLC                                                              | Pathway Vet Alliance LLC, First Lien, CME Term Loan, A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    196885 | PA      | $198410.75    | 0.07%             | 2028-06-30      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9032745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32818 | PA      | $31067.67     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2907 | PA      | $2113.38      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $5647.37      | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2717.00      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10780937.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2851 | PA      | $2899.27      | 0.00%             | 2026-11-24      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     90027 | PA      | $74235.36     | 0.03%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7044311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $33.12        | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9252744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48585 | PA      | $44998.76     | 0.02%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9223506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22403 | PA      | $20575.34     | 0.01%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1744.64      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gap, Inc. (The)                                                                       | Gap, Inc. (The)                                                                                   | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650999.72    | 0.24%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752298.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6631 | PA      | $6351.05      | 0.00%             | 2035-04-25      | Fixed         | 15.80%                | 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        |       900 | PA      | $590.07       | 0.00%             | 2045-04-17      | Variable      | 16.12%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2478078.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3826 | PA      | $3758.55      | 0.00%             | 2029-01-21      | Fixed         | 21.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8504326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $975.38       | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8973029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15561 | PA      | $14919.25     | 0.01%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8532818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $726.01       | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6174157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $0.00         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                         | Voya CLO Ltd., Series 2014-1A, Class BR2                                                          | CUSIP: 92915PAP0<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1305032.47   | 0.47%             | 2031-04-18      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734077.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3493.02      | 0.00%             | 2027-04-22      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2325 | PA      | $2126.45      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8725344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38055 | PA      | $37243.53     | 0.01%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9216856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72410 | PA      | $66377.66     | 0.02%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9057321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4591 | PA      | $4340.56      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9146590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54607 | PA      | $51148.55     | 0.02%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9083110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $3352.49      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $814.32       | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8398559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $399.53       | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2017795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1759 | PA      | $1722.83      | 0.00%             | 2026-11-10      | Fixed         | 13.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471471.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2779 | PA      | $2733.00      | 0.00%             | 2027-01-20      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8409455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2390 | PA      | $2365.89      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6920 | PA      | $6683.52      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13934 | PA      | $12920.11     | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9238798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4490 | PA      | $4196.71      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14531089.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6759 | PA      | $1507.49      | 0.00%             | 2026-06-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9073605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290 | PA      | $272.53       | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929671.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14494 | PA      | $14239.22     | 0.01%             | 2027-04-11      | Fixed         | 15.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786225.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10393 | PA      | $391.89       | 0.00%             | 2027-08-28      | Fixed         | 19.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7621327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2410 | PA      | $1442.29      | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8373286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1206.50      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $1524.26      | 0.00%             | 2027-03-14      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7769434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $680.61       | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $452.09       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783828.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4831 | PA      | $344.78       | 0.00%             | 2027-03-14      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8338410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $478.09       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8034901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $198.13       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8733116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35431 | PA      | $33222.93     | 0.01%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6142 | PA      | $5885.51      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5200 | PA      | $5036.54      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2263842.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6378 | PA      | $6260.75      | 0.00%             | 2026-12-17      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2631 | PA      | $2587.73      | 0.00%             | 2027-02-18      | Fixed         | 25.76%                | 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        |   1248000 | PA      | $1099800.00   | 0.40%             | 2028-03-06      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6983514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $15.10        | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1647155.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9317 | PA      | $9685.00      | 0.00%             | 2026-10-29      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8445811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5531 | PA      | $3830.82      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3103 | PA      | $2567.28      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935039.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1530 | PA      | $1508.43      | 0.00%             | 2027-04-12      | Fixed         | 9.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9176675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1848.36      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7624372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2710 | PA      | $942.48       | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $3080.59      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7470776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $223.61       | 0.00%             | 2025-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480894.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4680 | PA      | $4583.08      | 0.00%             | 2027-01-21      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1695712.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1173 | PA      | $1219.29      | 0.00%             | 2027-01-14      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8065141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $256.42       | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13556 | PA      | $12894.31     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8254231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5643 | PA      | $5490.56      | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38939 | PA      | $32352.67     | 0.01%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13666596.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7361 | PA      | $7691.01      | 0.00%             | 2027-05-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8911214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1026.12      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783023.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3187 | PA      | $3132.83      | 0.00%             | 2027-03-23      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12118 | PA      | $11619.62     | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 172186460.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $0.00         | 0.00%             | 2034-03-20      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781271.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3965 | PA      | $164.76       | 0.00%             | 2027-03-14      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111177.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $963.28       | 0.00%             | 2026-11-24      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991979851.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $1.49         | 0.00%             | 2030-02-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7508979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $220.34       | 0.00%             | 2025-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499130.19    | 0.18%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8101882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10769 | PA      | $70.74        | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8311336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39214 | PA      | $37878.73     | 0.01%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9063342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26096 | PA      | $25118.28     | 0.01%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Scripps Escrow, Inc.                                                                  | Scripps Escrow, Inc.                                                                              | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $445418.85    | 0.16%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315813.30    | 0.11%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8953757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $2330.04      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $2548.49      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       958 | PA      | $929.90       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784886.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5274 | PA      | $5156.43      | 0.00%             | 2027-08-14      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $2245.37      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9227183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18293 | PA      | $16873.22     | 0.01%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10482503.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2910 | PA      | $2950.38      | 0.00%             | 2026-10-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9039145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3179 | PA      | $2877.92      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9245700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1075 | PA      | $999.47       | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781613.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1675.11      | 0.00%             | 2027-03-14      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9133461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8239 | PA      | $7722.10      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8251465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1822 | PA      | $1775.56      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3553 | PA      | $3374.26      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931693.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2035.47      | 0.00%             | 2027-04-11      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1923.15      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $2328.04      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9037429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19413 | PA      | $18284.04     | 0.01%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3229 | PA      | $3151.58      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5824 | PA      | $5280.82      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $773.99       | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784227.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1827.37      | 0.00%             | 2027-03-14      | Fixed         | 22.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2222.87      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6792899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15687 | PA      | $101.59       | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740124.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7541 | PA      | $7476.18      | 0.00%             | 2027-03-22      | Fixed         | 11.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $2213.06      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Enviri Corp.                                                                          | Enviri Corp.                                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1382923.50   | 0.50%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9156672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6128 | PA      | $5665.91      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       831 | PA      | $831.65       | 0.00%             | 2031-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2478466.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3795 | PA      | $3668.05      | 0.00%             | 2027-01-21      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6603320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2923 | PA      | $4.11         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13423683.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6684 | PA      | $6740.39      | 0.00%             | 2026-05-01      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2480584.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $2182.33      | 0.00%             | 2027-01-21      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8405 | PA      | $7779.90      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8676944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $2601.64      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785033.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1256.89      | 0.00%             | 2027-03-14      | Fixed         | 23.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $3306.48      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3824 | PA      | $3759.34      | 0.00%             | 2027-03-14      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43877 | PA      | $43028.97     | 0.02%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5916 | PA      | $30.40        | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8007842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $170.70       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783471.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4782 | PA      | $4702.56      | 0.00%             | 2027-03-14      | Fixed         | 21.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2263485.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $854.65       | 0.00%             | 2026-12-16      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4739 | PA      | $4214.75      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8812972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1939.80      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1298.29      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8491909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7559 | PA      | $6534.93      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9123173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3209.73      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2487 | PA      | $2327.04      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2269543.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6061 | PA      | $5948.93      | 0.00%             | 2027-05-17      | Fixed         | 24.98%                | 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        |    372663 | PA      | $373013.20    | 0.14%             | 2028-04-26      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $239.87       | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                          | Birch Permian Holdings, Inc.                                                                      | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     17998 | NS      | $94633.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9230685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2267 | PA      | $2078.40      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785231.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7572 | PA      | $651.38       | 0.00%             | 2027-08-14      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9604 | PA      | $9472.87      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13147 | PA      | $12540.87     | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1487.00      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5335 | PA      | $5029.42      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20188 | PA      | $19525.71     | 0.01%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6260 | PA      | $5997.69      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12501 | PA      | $6114.23      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8055745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $482.66       | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8848239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3455 | PA      | $3378.95      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1390 | PA      | $1278.71      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8468141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3610 | PA      | $538.64       | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7326549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $153.35       | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8561850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3978 | PA      | $54.96        | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8603430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2037 | PA      | $1992.05      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9206088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8455 | PA      | $7735.31      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7885718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $153.81       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8911428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12507 | PA      | $12086.76     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5517 | PA      | $5357.01      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9145702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27687 | PA      | $25950.52     | 0.01%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7815586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3083 | PA      | $1032.18      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2270652.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1097.69      | 0.00%             | 2026-12-17      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12600 | PA      | $11996.92     | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7340466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6487 | PA      | $105.09       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1893967.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $620.13       | 0.00%             | 2026-10-21      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7695591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $2276.90      | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5800 | PA      | $5362.57      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9083 | PA      | $8807.80      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8063350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5652 | PA      | $2007.16      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8615781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3000 | PA      | $2606.82      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2132 | PA      | $2051.11      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8855695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2843 | PA      | $2754.30      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6214585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2893 | PA      | $0.00         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9242880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5501 | PA      | $5074.26      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9135993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12384 | PA      | $11440.16     | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $567.86       | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6807255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3694 | PA      | $12.55        | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $3587.02      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16372 | PA      | $15812.23     | 0.01%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2236916.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1758 | PA      | $1727.25      | 0.00%             | 2026-12-16      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7313455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $435.02       | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12217 | PA      | $11765.32     | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8123161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1809.20      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4132 | PA      | $3908.87      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7701758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $445.17       | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11303 | PA      | $10837.17     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc                       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1370725.50   | 0.50%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9198770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59081 | PA      | $55267.38     | 0.02%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8849163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5501 | PA      | $5327.66      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1780.42      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3076 | PA      | $2934.76      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DLH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1252 | PA      | $1305.28      | 0.00%             | 2031-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8336941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7469 | PA      | $7114.62      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Penn Entertainment, Inc.                                                              | Penn Entertainment, Inc., First Lien, CME Term Loan, B                                            | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106909 | PA      | $107161.96    | 0.04%             | 2029-05-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8024997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $763.41       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                            | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2773530.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4286 | PA      | $4216.20      | 0.00%             | 2027-03-15      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $910.66       | 0.00%             | 2027-04-11      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6755599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $9.35         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9053479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $2480.96      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784561.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4256 | PA      | $3286.37      | 0.00%             | 2027-03-14      | Fixed         | 22.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1754328.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4616 | PA      | $1028.93      | 0.00%             | 2027-04-07      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9112466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8140 | PA      | $7673.29      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7421989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $125.34       | 0.00%             | 2035-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9065269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24098 | PA      | $19312.89     | 0.01%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9105728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61857 | PA      | $57959.16     | 0.02%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6611834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6514 | PA      | $10.81        | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1780.82      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657275.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1520.78      | 0.00%             | 2027-02-18      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10261 | PA      | $9592.67      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7995 | PA      | $7216.67      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12933712.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7952 | PA      | $8231.60      | 0.00%             | 2027-04-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2897 | PA      | $2421.25      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2270802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $392.32       | 0.00%             | 2026-12-17      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13429002.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4309 | PA      | $4351.19      | 0.00%             | 2026-05-10      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13408703.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6362 | PA      | $6543.59      | 0.00%             | 2027-05-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6191126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $0.07         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9124194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9675 | PA      | $9195.14      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22429 | PA      | $21766.21     | 0.01%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5458 | PA      | $2903.32      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $3979.79      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6429072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $0.38         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8254417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6478 | PA      | $6334.04      | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SunSource Borrower LLC                                                                | SunSource Borrower LLC, First Lien, First Refinancing CME Term Loan                               | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    395990 | PA      | $390594.61    | 0.14%             | 2031-03-25      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14541253.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21071 | PA      | $21466.61     | 0.01%             | 2027-07-31      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781494.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4555 | PA      | $4413.64      | 0.00%             | 2027-03-17      | Fixed         | 6.32%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7790794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $93.63        | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11462 | PA      | $10948.74     | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8446 | PA      | $8286.64      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $3042.93      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7973186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $389.43       | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784632.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4655 | PA      | $330.74       | 0.00%             | 2027-08-14      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689002.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2560 | PA      | $2599.39      | 0.00%             | 2027-01-13      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7974222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $16.99        | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1069 | PA      | $738.09       | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32440 | PA      | $31255.59     | 0.01%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2259052.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2658 | PA      | $2603.47      | 0.00%             | 2026-12-17      | Fixed         | 14.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9110080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25172 | PA      | $24024.63     | 0.01%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8636591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12163 | PA      | $11911.18     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8812752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9885 | PA      | $9488.09      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2062 | PA      | $2029.83      | 0.00%             | 2026-04-29      | 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: N/A                  | Long             | LON              | CORP              | US        |    217722 | PA      | $218228.16    | 0.08%             | 2031-06-16      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1747212.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11437 | PA      | $11337.88     | 0.00%             | 2027-04-22      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2166 | PA      | $2115.69      | 0.00%             | 2027-03-14      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8231045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $830.35       | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $7447.56      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8883777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9771 | PA      | $9528.56      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8988877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2505.23      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8527848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22285 | PA      | $21826.79     | 0.01%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10561236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3838 | PA      | $3862.78      | 0.00%             | 2025-11-04      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7973285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6492 | PA      | $3972.69      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2264681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1807.22      | 0.00%             | 2026-12-16      | Fixed         | 29.13%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $153523.65    | 0.06%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5288 | PA      | $5074.37      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8796898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6798 | PA      | $6514.82      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656918.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2805.96      | 0.00%             | 2027-02-18      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752540.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8720 | PA      | $8600.88      | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9144848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7004 | PA      | $6385.70      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8164392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $701.50       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4161 | PA      | $3930.95      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                                     | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651400 | PA      | $599277.07    | 0.22%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5088 | PA      | $4754.48      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6681713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4188 | PA      | $14.67        | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2271105.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10556 | PA      | $10304.33     | 0.00%             | 2026-12-17      | Fixed         | 9.17%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784504.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $2142.57      | 0.00%             | 2027-03-14      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $858.33       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6381758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $0.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7781650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2460 | PA      | $1405.08      | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2657363.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $2756.49      | 0.00%             | 2027-02-18      | Fixed         | 24.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10970 | PA      | $10852.29     | 0.00%             | 2027-04-12      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $979.63       | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9067932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8475 | PA      | $8087.84      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8723567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $3793.35      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3544 | PA      | $3397.79      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701273.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7961 | PA      | $7906.55      | 0.00%             | 2027-01-13      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9555 | PA      | $8948.74      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11737338.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12405 | PA      | $12615.61     | 0.00%             | 2026-12-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10250 | PA      | $10057.65     | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8732 | PA      | $8418.97      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                              | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $288096.07    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $2318.80      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1957 | PA      | $1878.17      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison IAQ LLC                                                                       | Madison IAQ LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    977473 | PA      | $979305.67    | 0.36%             | 2028-06-21      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7385816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $99.94        | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12231617.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6774 | PA      | $6999.55      | 0.00%             | 2026-05-26      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1742682.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5565 | PA      | $5542.19      | 0.00%             | 2027-03-22      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6062778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       305 | PA      | $0.06         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8509437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9707 | PA      | $9191.41      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6551325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1077 | PA      | $1.31         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DFH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       111 | PA      | $116.98       | 0.00%             | 2030-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13561 | PA      | $3354.91      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $2222.94      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14751 | PA      | $13615.69     | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2112337.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4316 | PA      | $1205.64      | 0.00%             | 2026-11-24      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $1262.65      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5033 | PA      | $4554.02      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7836439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $2990.24      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8479489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $141.83       | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2935322.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $801.31       | 0.00%             | 2027-04-12      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2803 | PA      | $2484.28      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3752 | PA      | $3646.72      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2112522.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $267.56       | 0.00%             | 2026-11-24      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8843444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2078 | PA      | $2012.41      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2691.00      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6681160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11154 | PA      | $21.54        | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784328.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18929 | PA      | $12066.47     | 0.00%             | 2027-03-14      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9245392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8557 | PA      | $7961.69      | 0.00%             | 2026-12-23      | 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        |    543928 | PA      | $546691.41    | 0.20%             | 2032-03-05      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27199 | PA      | $25432.47     | 0.01%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6800164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $3.26         | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8821540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $841.65       | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49282 | PA      | $30482.90     | 0.01%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7410871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $198.82       | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7574 | PA      | $7016.69      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $1976.71      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8473287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3011 | PA      | $1953.40      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785554.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8590 | PA      | $8455.76      | 0.00%             | 2027-08-16      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $226.34       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8072625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8123 | PA      | $8074.28      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8923136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $2031.25      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7833003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $65.80        | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9175734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21576 | PA      | $19921.03     | 0.01%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2478138.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10328 | PA      | $10134.54     | 0.00%             | 2027-06-21      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1499.52      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9091536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14528 | PA      | $14065.50     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992228318.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18538 | PA      | $17964.95     | 0.01%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103844.50    | 0.04%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779895.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4017 | PA      | $3948.33      | 0.00%             | 2027-03-14      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9683 | PA      | $9479.90      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $298.27       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9075427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3721 | PA      | $3559.50      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12767 | PA      | $12404.16     | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9008220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3458 | PA      | $3103.65      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8076761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $173.37       | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6568787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $3.20         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1693777.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $525.01       | 0.00%             | 2027-01-12      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8262051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $449.98       | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13151 | PA      | $12723.73     | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7083 | PA      | $6880.13      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8042 | PA      | $7493.57      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7200153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16216 | PA      | $94.45        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1425 | PA      | $1301.05      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apex Group Treasury LLC                                                               | Apex Group Treasury LLC, First Lien, 2025 Refinancing CME Term Loan, B                            | CUSIP: G0472CAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198413 | PA      | $197979.17    | 0.07%             | 2032-02-27      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780605.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $516.50       | 0.00%             | 2027-03-14      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4507 | PA      | $4166.49      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9219291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    111511 | PA      | $104298.07    | 0.04%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $1989.59      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2013 | PA      | $1940.67      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7030479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $213.31       | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8248121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21096 | PA      | $19716.61     | 0.01%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9163696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35414 | PA      | $33163.57     | 0.01%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9148421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $1215.39      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8676046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $262.73       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7656219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11080 | PA      | $326.86       | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2908 | PA      | $2859.64      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8140 | PA      | $7937.20      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8893779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4150 | PA      | $4018.40      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8453 | PA      | $8081.79      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6269741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7237 | PA      | $0.77         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9144321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3191.25      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8732659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8152 | PA      | $7203.92      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7192584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5371 | PA      | $100.15       | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25130 | PA      | $24328.77     | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2790293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $1413.97      | 0.00%             | 2027-03-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                                   | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035866.00   | 0.38%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14550089.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10996 | PA      | $11399.22     | 0.00%             | 2027-08-06      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8339553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $368.96       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8772198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44820 | PA      | $44027.10     | 0.02%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6640 | PA      | $5152.70      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9151758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96292 | PA      | $89790.84     | 0.03%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19211 | PA      | $18286.19     | 0.01%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8170474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1756.96      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992376821.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $18.46        | 0.00%             | 2030-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7628146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11216 | PA      | $90.56        | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6546339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3311 | PA      | $4.08         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8533163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11199 | PA      | $5027.25      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8812405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7559 | PA      | $6984.49      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| XHR LP                                                                                | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204023.40    | 0.07%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7690094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $259.81       | 0.00%             | 2025-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5950 | PA      | $5852.50      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1733513.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4391 | PA      | $4358.63      | 0.00%             | 2027-03-22      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992219983.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-03-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13304 | PA      | $10267.98     | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9176281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8220 | PA      | $7485.23      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1721436.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5537 | PA      | $5467.92      | 0.00%             | 2026-09-16      | Fixed         | 14.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2434 | PA      | $2397.42      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7199276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32102 | PA      | $568.45       | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9160897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4351 | PA      | $4070.56      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2461602.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17886 | PA      | $17422.75     | 0.01%             | 2027-01-21      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6564200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $345.89       | 0.00%             | 2034-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8509782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12729 | PA      | $11970.52     | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7561072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1104.62      | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $9459.63      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6240 | PA      | $6156.11      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9199374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4591 | PA      | $4229.92      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8671669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1727 | PA      | $971.66       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8017283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2763 | PA      | $1648.37      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7253125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9228 | PA      | $227.00       | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6447 | PA      | $6264.89      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2927882.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3340.46      | 0.00%             | 2029-04-11      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7348182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3940 | PA      | $328.35       | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14280 | PA      | $13738.81     | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7633344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $640.86       | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                             | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049298.00   | 0.38%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8189740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7590 | PA      | $1507.02      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9246582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44704 | PA      | $41510.86     | 0.02%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930145.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3926 | PA      | $3875.81      | 0.00%             | 2027-04-11      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8234100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $3905.70      | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8086140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1465 | PA      | $584.73       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17832 | PA      | $16694.85     | 0.01%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $1721.88      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2775.58      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $985.11       | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PHH Escrow Issuer LLC                                                                 | PHH Escrow Issuer LLC / PHH Corp.                                                                 | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1797102.00   | 0.65%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8237112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $266.03       | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7534396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $39.87        | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6941232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15014 | PA      | $2512.48      | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8502304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4005 | PA      | $3891.77      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9177769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12295 | PA      | $11507.45     | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8726084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1885 | PA      | $1490.79      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8685583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25085 | PA      | $24274.96     | 0.01%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2112445.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1079.88      | 0.00%             | 2026-11-24      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9126471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7905 | PA      | $7324.67      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1719.47      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8240219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $729.00       | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8479375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3965 | PA      | $3419.04      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6977 | PA      | $6527.88      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8489107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6739 | PA      | $6569.12      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782942.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5584 | PA      | $811.12       | 0.00%             | 2027-03-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6963703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4922 | PA      | $558.71       | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13918 | PA      | $11819.42     | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6402 | PA      | $6089.43      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9010279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4124 | PA      | $3941.92      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8296644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $1438.92      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1167.84      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785473.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4451 | PA      | $4375.46      | 0.00%             | 2027-03-14      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6150 | PA      | $5946.30      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7447921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1895 | PA      | $489.64       | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45407 | PA      | $42684.54     | 0.02%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29743 | PA      | $29104.32     | 0.01%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12180264.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2466.27      | 0.00%             | 2026-01-26      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1725.22      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2488 | PA      | $2440.89      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7033869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $38.33        | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14267906.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7259 | PA      | $7388.55      | 0.00%             | 2027-06-24      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2268079.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1581.77      | 0.00%             | 2026-12-17      | Fixed         | 20.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $941.25       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14385385.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16058 | PA      | $16736.49     | 0.01%             | 2027-06-28      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8749279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12081 | PA      | $11519.68     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789283.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8630 | PA      | $8460.39      | 0.00%             | 2027-03-14      | Fixed         | 12.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $774.19       | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8342511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37363 | PA      | $31892.22     | 0.01%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13430284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5852 | PA      | $6075.81      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7353627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23124 | PA      | $2966.75      | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7860462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4552 | PA      | $3964.92      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8782013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33446 | PA      | $32225.32     | 0.01%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |    -39273 | PA      | $-39272.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7863207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16955 | PA      | $14858.92     | 0.01%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8599492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $258.61       | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13155858.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9055 | PA      | $9185.41      | 0.00%             | 2027-03-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7474257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16236 | PA      | $407.08       | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992223722.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8826869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7103 | PA      | $6889.94      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9056192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50706 | PA      | $48473.02     | 0.02%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9063227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9339 | PA      | $8953.29      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8071950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9427 | PA      | $8217.51      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932289.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1210.90      | 0.00%             | 2027-04-11      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $387.61       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9252 | PA      | $8923.92      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2934062.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4903 | PA      | $4848.53      | 0.00%             | 2027-04-12      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2359.85      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7378 | PA      | $6995.79      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9178676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22638 | PA      | $20785.93     | 0.01%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $815.19       | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9724 | PA      | $9377.91      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8489644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $1290.23      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7939562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46500 | PA      | $33180.90     | 0.01%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786834.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3277 | PA      | $234.60       | 0.00%             | 2027-08-28      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7983120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $425.55       | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7708623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $990.75       | 0.00%             | 2025-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8471359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2898 | PA      | $2842.66      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1654303.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4686 | PA      | $4068.50      | 0.00%             | 2026-12-18      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7914364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3173 | PA      | $51.91        | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8451510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $1406.82      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1485.57      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7648 | PA      | $7336.44      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8399971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4470 | PA      | $4442.10      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734284.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $968.34       | 0.00%             | 2027-04-22      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1435.35      | 0.00%             | 2027-04-11      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6151394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5927 | PA      | $0.00         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8961252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2356 | PA      | $2274.52      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC                      | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $614250.60    | 0.22%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $1989.16      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38912 | PA      | $36138.43     | 0.01%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4475 | PA      | $4284.41      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9148373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6854 | PA      | $6392.66      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8026266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $608.73       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7143719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $116.96       | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9046237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6785 | PA      | $6577.83      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9102613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5035 | PA      | $4680.77      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2270132.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $607.72       | 0.00%             | 2026-12-17      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8908681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $2537.42      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1415.18      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8338723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10936 | PA      | $10727.17     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26894 | PA      | $25796.34     | 0.01%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8468739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3387 | PA      | $3279.88      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12634 | PA      | $10428.23     | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $1012.83      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2613.98      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8149465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4172 | PA      | $4106.24      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8365780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1177.19      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6669 | PA      | $6530.19      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6662402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16704 | PA      | $37.38        | 0.00%             | 2034-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58345 | PA      | $56850.44     | 0.02%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FMC Corp.                                                                             | FMC Corp.                                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307762.13    | 0.11%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8187007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $447.24       | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $1265.21      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8086447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $1720.29      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2776 | PA      | $2627.07      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1649.24      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25402 | PA      | $23273.31     | 0.01%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9050109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26873 | PA      | $25316.21     | 0.01%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9150699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17772 | PA      | $16431.51     | 0.01%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                                  | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $92532.71     | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    526156 | PA      | $528129.45    | 0.19%             | 2031-06-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1734 | PA      | $1701.01      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1750876.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14964 | PA      | $14769.33     | 0.01%             | 2027-04-07      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8313 | PA      | $7937.98      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187080092.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11371 | PA      | $11449.17     | 0.00%             | 2027-03-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929019.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2153 | PA      | $2120.98      | 0.00%             | 2027-09-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Flynn Restaurant Group LP                                                             | Flynn Restaurant Group LP, First Lien, 2025 CME Term Loan                                         | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171266 | PA      | $171265.93    | 0.06%             | 2032-01-28      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8210620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6930 | PA      | $2745.51      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744730.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4586 | PA      | $2664.98      | 0.00%             | 2027-05-06      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1890 | PA      | $1841.29      | 0.00%             | 2027-03-14      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8436420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15401 | PA      | $11593.94     | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6286529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $0.02         | 0.00%             | 2034-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8994465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36405 | PA      | $34728.15     | 0.01%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9122297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6357 | PA      | $5903.02      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9226308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11751 | PA      | $10980.17     | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $5804.40      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5738 | PA      | $5667.41      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                         | Kraken Oil & Gas Partners LLC                                                                     | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270399.50    | 0.10%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1205.20      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7423364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5514 | PA      | $167.11       | 0.00%             | 2035-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $190.85       | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10785 | PA      | $10569.38     | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8302564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10210 | PA      | $10080.91     | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3609 | PA      | $3380.75      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13048169.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3253 | PA      | $3281.52      | 0.00%             | 2026-04-12      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2425 | PA      | $95.57        | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9091162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31341 | PA      | $29432.00     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1619.42      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6422 | PA      | $6371.82      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7761 | PA      | $1102.94      | 0.00%             | 2027-09-11      | Fixed         | 27.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6373 | PA      | $6246.18      | 0.00%             | 2027-03-14      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8387503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       806 | PA      | $800.31       | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12137 | PA      | $11864.80     | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9174238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21192 | PA      | $19583.34     | 0.01%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1632 | PA      | $1599.58      | 0.00%             | 2027-03-14      | Fixed         | 13.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8209378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2938 | PA      | $2401.60      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9124557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20491 | PA      | $16985.39     | 0.01%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8642969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22325 | PA      | $20203.77     | 0.01%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7107852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22699 | PA      | $356.39       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9257421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12590 | PA      | $11763.02     | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4353 | PA      | $4274.09      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8717035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3451 | PA      | $3327.43      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $2656.87      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32844 | PA      | $31780.40     | 0.01%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782011.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3446 | PA      | $2205.28      | 0.00%             | 2027-08-22      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9862 | PA      | $9242.05      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6947 | PA      | $4894.27      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $2272.28      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8713729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1749 | PA      | $1113.36      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $910.40       | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $167.77       | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9941 | PA      | $9435.51      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2169 | PA      | $2027.42      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33982 | PA      | $31655.27     | 0.01%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15950 | PA      | $15345.69     | 0.01%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4942 | PA      | $4548.68      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8302396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8304 | PA      | $6545.98      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6685416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $0.77         | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8710592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $1697.66      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992011909.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $79.57        | 0.00%             | 2026-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992548955.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10840 | PA      | $10387.10     | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2425 | PA      | $114.36       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1364.16      | 0.00%             | 2028-01-14      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6277193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9112751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6363 | PA      | $6086.52      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185547681.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4362 | PA      | $4423.19      | 0.00%             | 2027-01-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9022224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53804 | PA      | $51674.25     | 0.02%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7868442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2341 | PA      | $783.97       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4029 | PA      | $3906.82      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7972214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6798 | PA      | $2711.44      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783945.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4724 | PA      | $3019.62      | 0.00%             | 2027-03-14      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8676897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $2086.57      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8504362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $2516.10      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8858162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19598 | PA      | $19123.40     | 0.01%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7884915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1897 | PA      | $445.08       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $695.24       | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7269934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $302.24       | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2267445.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6181 | PA      | $6062.60      | 0.00%             | 2027-05-17      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12803304.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7433 | PA      | $7622.36      | 0.00%             | 2026-03-31      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3172 | PA      | $2929.04      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waystar Technologies, Inc.                                                            | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    922666 | PA      | $927283.69    | 0.34%             | 2029-10-22      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8270720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $640.46       | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Glatfelter Corp.                                                                      | Glatfelter Corp., First Lien, CME Term Loan                                                       | CUSIP: 89458XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    597000 | PA      | $587298.75    | 0.21%             | 2031-11-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8535 | PA      | $8327.64      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8409080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $4229.80      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12932776.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5600 | PA      | $5685.03      | 0.00%             | 2027-03-02      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $1882.55      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6048225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8214 | PA      | $0.34         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9186637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $2131.71      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8509640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1976 | PA      | $1914.62      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7912563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $109.84       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14309 | PA      | $13866.12     | 0.01%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8490984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13499 | PA      | $13201.56     | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                                        | Weatherford International Ltd.                                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $721971.05    | 0.26%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1366.96      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9079347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1918 | PA      | $1836.53      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13423039.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22315 | PA      | $22821.13     | 0.01%             | 2027-09-14      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5372 | PA      | $5257.96      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788462.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4567 | PA      | $4490.32      | 0.00%             | 2027-03-14      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7849316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $224.19       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782909.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2153 | PA      | $2117.27      | 0.00%             | 2027-03-14      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                           | Asurion LLC, Second Lien, New CME Term Loan, B3                                                   | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     32665 | PA      | $31327.41     | 0.01%             | 2028-01-31      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2482047.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8136 | PA      | $1335.23      | 0.00%             | 2027-01-21      | Fixed         | 32.18%                | 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        |    498482 | PA      | $500197.19    | 0.18%             | 2031-02-24      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $417.04       | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13418718.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11959 | PA      | $12165.95     | 0.00%             | 2027-05-12      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9040 | PA      | $8458.35      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7590174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7270 | PA      | $146.19       | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8635886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11276 | PA      | $10084.23     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $769.90       | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7724819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.78         | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $845.35       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3758 | PA      | $3697.62      | 0.00%             | 2027-03-14      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2391 | PA      | $2296.58      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1179 | PA      | $963.73       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2813 | PA      | $2651.58      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781395.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12500 | PA      | $1709.45      | 0.00%             | 2027-03-14      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9065706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11428 | PA      | $10880.80     | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8097339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2238 | PA      | $2124.57      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1104.92      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18133 | PA      | $17440.18     | 0.01%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785385.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4408 | PA      | $668.29       | 0.00%             | 2027-03-14      | Fixed         | 28.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476171.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1734 | PA      | $1189.62      | 0.00%             | 2027-01-21      | Fixed         | 24.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7218588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $24.85        | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8998493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11998 | PA      | $10808.18     | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8259624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4866 | PA      | $4692.45      | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8647688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $492.12       | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78325 | PA      | $73272.28     | 0.03%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8251921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10837 | PA      | $10508.58     | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $1972.76      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789351.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6575 | PA      | $6447.65      | 0.00%             | 2027-03-14      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4067 | PA      | $3997.80      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12745 | PA      | $12353.41     | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992099891.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.51         | 0.00%             | 2030-03-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992161777.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $4173.44      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1525.55      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8443617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3600 | PA      | $3517.02      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4523 | PA      | $4445.16      | 0.00%             | 2027-03-14      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2265533.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4436 | PA      | $3001.53      | 0.00%             | 2026-12-16      | Fixed         | 19.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8325733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4737 | PA      | $4127.78      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787639.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2754 | PA      | $2700.44      | 0.00%             | 2027-03-14      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2480389.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $2627.99      | 0.00%             | 2027-01-21      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $1288.87      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187034706.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6805 | PA      | $6832.91      | 0.00%             | 2035-03-31      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1692950.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6302 | PA      | $6272.58      | 0.00%             | 2027-01-20      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8629530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14016 | PA      | $13760.51     | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6133 | PA      | $6032.52      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7685 | PA      | $7328.48      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9084999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9278 | PA      | $8714.83      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1739653.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9173 | PA      | $9352.51      | 0.00%             | 2027-03-22      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7248608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1522 | PA      | $29.17        | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6925 | PA      | $6645.05      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DGS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       173 | PA      | $178.21       | 0.00%             | 2030-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992382150.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.48         | 0.00%             | 2025-12-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7472315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $10.87        | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9231498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57389 | PA      | $53644.92     | 0.02%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6161 | PA      | $5929.65      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6268263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $0.00         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $3565.78      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928512.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6459 | PA      | $6353.93      | 0.00%             | 2027-09-16      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7382 | PA      | $6913.01      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780158.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $883.03       | 0.00%             | 2027-03-14      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8615833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17671 | PA      | $17112.62     | 0.01%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1620.25      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780976.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1976.79      | 0.00%             | 2027-03-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $698.31       | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14419 | PA      | $13893.41     | 0.01%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788004.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8153 | PA      | $7966.30      | 0.00%             | 2027-03-14      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4354 | PA      | $4252.54      | 0.00%             | 2027-03-14      | Fixed         | 7.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4104 | PA      | $3824.38      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $44.05        | 0.00%             | 2035-04-12      | Fixed         | 18.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $206.49       | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290438.58    | 0.11%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8858039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2938 | PA      | $2813.49      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3324.73      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Antero Resources Corp.                                                                | Antero Resources Corp.                                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170539.60    | 0.06%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       245 | PA      | $235.02       | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928839.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3291 | PA      | $3213.20      | 0.00%             | 2027-04-11      | Fixed         | 7.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781259.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $323.38       | 0.00%             | 2027-03-14      | Fixed         | 24.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6905725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $19.47        | 0.00%             | 2035-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20574 | PA      | $19710.57     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9076452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2027.30      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95582.19     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6757 | PA      | $6509.90      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6789729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23677 | PA      | $107.72       | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9011573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17981 | PA      | $15886.07     | 0.01%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187345456.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14231 | PA      | $14590.08     | 0.01%             | 2027-07-18      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9248114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31884 | PA      | $29069.93     | 0.01%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11364 | PA      | $11237.34     | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8536923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9534 | PA      | $6605.30      | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9010353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56398 | PA      | $53772.86     | 0.02%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740631.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $2.14         | 0.00%             | 2035-03-23      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8277587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2532 | PA      | $2486.73      | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                           | Digicel Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     35583 | PA      | $1125.99      | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789631.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1916.82      | 0.00%             | 2027-03-14      | Fixed         | 30.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4145 | PA      | $4060.76      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13396243.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6943 | PA      | $7056.86      | 0.00%             | 2027-05-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7983443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20225 | PA      | $10933.80     | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4357 | PA      | $4171.85      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8135171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $576.78       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8326682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3045.32      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2262822.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1209.27      | 0.00%             | 2026-12-16      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14531705.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4903 | PA      | $5092.97      | 0.00%             | 2027-05-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7491 | PA      | $7343.53      | 0.00%             | 2027-03-14      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Endo, Inc., Escrow Account                                                            | Endo, Inc., Escrow Account                                                                        | CUSIP: 698ESCAA8<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    203000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9174149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $5803.89      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $2733.08      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8604153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28733 | PA      | $27849.74     | 0.01%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752906.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6491 | PA      | $6421.42      | 0.00%             | 2027-04-06      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8676076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1327 | PA      | $1295.47      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7701 | PA      | $7489.08      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11790590.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12709 | PA      | $13192.18     | 0.00%             | 2027-02-13      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8145418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12225 | PA      | $246.31       | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471859.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5789 | PA      | $5667.54      | 0.00%             | 2027-01-20      | Fixed         | 12.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2665 | PA      | $2497.38      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785546.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $2455.29      | 0.00%             | 2027-03-14      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8013674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4076 | PA      | $3594.71      | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788622.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4968 | PA      | $4890.13      | 0.00%             | 2027-08-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3202 | PA      | $3060.21      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9028492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $2105.16      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7758717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1118.46      | 0.00%             | 2025-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14412 | PA      | $13169.99     | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14560 | PA      | $13955.46     | 0.01%             | 2026-11-07      | 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        |    288568 | PA      | $280140.20    | 0.10%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9109305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2534 | PA      | $2421.50      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8484608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $443.73       | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784027.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7921 | PA      | $7803.24      | 0.00%             | 2027-03-14      | Fixed         | 29.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8613236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18876 | PA      | $18268.62     | 0.01%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4114 | PA      | $3925.27      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3883 | PA      | $3795.69      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785487.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17552 | PA      | $17211.41     | 0.01%             | 2027-03-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6252808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5809 | PA      | $0.10         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1700619.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9458 | PA      | $9381.36      | 0.00%             | 2027-02-05      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4370 | PA      | $3887.96      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8081534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $820.54       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12211 | PA      | $4245.88      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $562.33       | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1141.89      | 0.00%             | 2026-10-13      | 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        |    592815 | PA      | $587536.22    | 0.21%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1736876.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4817 | PA      | $5011.98      | 0.00%             | 2027-03-29      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783063.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4966 | PA      | $3280.78      | 0.00%             | 2027-03-21      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10035 | PA      | $9282.27      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8922729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20941 | PA      | $19894.64     | 0.01%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $98.39        | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9174799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4028 | PA      | $3701.78      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2010804.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6181 | PA      | $6059.17      | 0.00%             | 2026-11-10      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186007586.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6087 | PA      | $6228.42      | 0.00%             | 2027-02-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1657068.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6682 | PA      | $5976.79      | 0.00%             | 2026-11-22      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7814352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $2029.20      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9120420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1585.45      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35648 | PA      | $34898.59     | 0.01%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $2412.16      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12714 | PA      | $12358.34     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4798 | PA      | $4398.69      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8518824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4617 | PA      | $2703.53      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23240 | PA      | $210.02       | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8131129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $729.99       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743540.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7635 | PA      | $7803.69      | 0.00%             | 2027-03-23      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8065 | PA      | $7801.30      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2705 | PA      | $2563.34      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8354650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6723 | PA      | $6528.30      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8296447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $119.60       | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                                  | Amplify Energy Corp.                                                                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       281 | NS      | $899.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1308.64      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9143676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $867.13       | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7812963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $487.05       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8042375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $149.59       | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8003084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $120.84       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13057143.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14885 | PA      | $15132.45     | 0.01%             | 2027-04-26      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6169281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $0.00         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                                | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $701901.20    | 0.25%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3655 | PA      | $3371.99      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc.                                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211961.60    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $517582.50    | 0.19%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    137786 | PA      | $136747.09    | 0.05%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8467143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20058 | PA      | $19184.17     | 0.01%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2261462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1288 | PA      | $1272.03      | 0.00%             | 2026-12-16      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4252 | PA      | $3993.81      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1094.81      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8387906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $922.44       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8293129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $1434.13      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8887594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19098 | PA      | $18217.32     | 0.01%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11806403.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9747 | PA      | $5978.46      | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9176055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10739 | PA      | $9855.94      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2626 | PA      | $2482.31      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9099003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31862 | PA      | $28512.06     | 0.01%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6115 | PA      | $5866.95      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $49.03        | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9131165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4939 | PA      | $4530.30      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9074491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3582 | PA      | $3441.64      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32387 | PA      | $27969.27     | 0.01%             | 2026-05-21      | None          | 0.00%                 | 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        |    500000 | PA      | $461920.00    | 0.17%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785495.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1667.58      | 0.00%             | 2027-03-14      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8079228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $916.11       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6642924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $0.87         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6499466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $2.13         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $2399.03      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020756.26   | 0.37%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $1034.61      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $591.17       | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783030.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5667 | PA      | $5574.99      | 0.00%             | 2027-03-14      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15700 | PA      | $15147.72     | 0.01%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6111 | PA      | $5991.03      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                             | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $775384.72    | 0.28%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8053642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1200.49      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9041789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4568 | PA      | $4385.86      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23273 | PA      | $19519.17     | 0.01%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7616557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11359 | PA      | $281.03       | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1135 | PA      | $1017.01      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743544.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17570 | PA      | $2402.90      | 0.00%             | 2027-03-28      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8245816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $143.32       | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9496 | PA      | $9017.76      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1621.26      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12543851.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6202 | PA      | $6251.99      | 0.00%             | 2026-03-01      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2011.72      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2110828.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $193.57       | 0.00%             | 2026-11-24      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6883683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11390 | PA      | $72.41        | 0.00%             | 2035-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14427403.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8706 | PA      | $9198.35      | 0.00%             | 2027-06-24      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13254 | PA      | $12324.85     | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7233660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $8.18         | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934270.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $710.73       | 0.00%             | 2027-04-12      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1751047.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11868 | PA      | $12025.80     | 0.00%             | 2027-04-07      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2933622.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $2148.20      | 0.00%             | 2027-04-12      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783689.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4803 | PA      | $4724.32      | 0.00%             | 2027-03-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9254874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60768 | PA      | $56764.80     | 0.02%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8077219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3533 | PA      | $3454.86      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6259203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $0.14         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9252 | PA      | $8512.71      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8500546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6766 | PA      | $6689.47      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $242.96       | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187264368.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4906 | PA      | $4918.61      | 0.00%             | 2027-03-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8019861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $299.87       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781791.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12181 | PA      | $11896.08     | 0.00%             | 2027-03-14      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7410810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $435.72       | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25215 | PA      | $23263.58     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7338810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $450.91       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9239061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $784.74       | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2025 | PA      | $1920.62      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8144243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2041 | PA      | $2009.56      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Outdoors Group LLC                                                              | Great Outdoors Group LLC, First Lien, CME Term Loan, B                                            | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    819039 | PA      | $819170.07    | 0.30%             | 2032-01-23      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784706.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $1841.78      | 0.00%             | 2027-03-14      | Fixed         | 31.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6510199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $3.37         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8297785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $520.60       | 0.00%             | 2026-04-18      | 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: N/A                  | Long             | LON              | CORP              | US        |    595373 | PA      | $596128.87    | 0.22%             | 2028-07-26      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4137 | PA      | $4047.40      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2755133.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5344 | PA      | $5255.32      | 0.00%             | 2027-03-14      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9065236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1871 | PA      | $1778.00      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519675.34    | 0.19%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779974.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $2007.46      | 0.00%             | 2027-03-14      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2017369.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $1316.24      | 0.00%             | 2026-11-10      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785775.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10122 | PA      | $9925.24      | 0.00%             | 2027-03-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7006 | PA      | $6735.88      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1383.33      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19696 | PA      | $18434.36     | 0.01%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1064.84      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8826217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13763 | PA      | $13439.92     | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8103481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6621 | PA      | $4659.35      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8629935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $4447.02      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701030.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10454 | PA      | $10628.22     | 0.00%             | 2027-01-12      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8741094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4742 | PA      | $4599.84      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258040.41    | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7101547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $20.04        | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185040393.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $184.91       | 0.00%             | 2035-07-07      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13137 | PA      | $12648.44     | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7929539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6025 | PA      | $4240.79      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8395196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10319 | PA      | $10145.80     | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3592 | PA      | $3478.47      | 0.00%             | 2027-04-11      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6395 | PA      | $5830.96      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7225 | PA      | $6967.63      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2771933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $1064.15      | 0.00%             | 2027-08-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480692.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $352.28       | 0.00%             | 2027-01-21      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9187365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14766 | PA      | $13813.60     | 0.01%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2921283.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1133.22      | 0.00%             | 2027-04-16      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928472.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2722 | PA      | $2671.72      | 0.00%             | 2027-04-11      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| Endo, Inc.                                                                            | Endo, Inc., Escrow Account                                                                        | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $0.00         | 0.00%             | 2029-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8292753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2402.98      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6157628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4793 | PA      | $0.08         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13319688.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13034 | PA      | $13326.62     | 0.00%             | 2027-05-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2268457.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4839 | PA      | $4752.01      | 0.00%             | 2026-12-17      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $709.47       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                              | Project Alpha Intermediate Holding, Inc., First Lien, Second Amendment Refinancing CME Term Loan  | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    818617 | PA      | $823394.03    | 0.30%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11002 | PA      | $10786.01     | 0.00%             | 2027-03-14      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8334249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27241 | PA      | $26351.22     | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8471753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5112 | PA      | $4942.66      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $1195.08      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10510 | PA      | $10200.26     | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $1216.75      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8505851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $1418.78      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9016660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8372 | PA      | $8021.81      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9234203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $5692.48      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9111691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11495 | PA      | $10919.92     | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8203394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $1011.14      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1257.19      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24131 | PA      | $23158.80     | 0.01%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8401027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12719 | PA      | $12561.66     | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930995.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1400.79      | 0.00%             | 2027-04-11      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7989924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $569.28       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6274032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950 | PA      | $0.00         | 0.00%             | 2034-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6699 | PA      | $6627.85      | 0.00%             | 2027-08-20      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8591316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23635 | PA      | $22508.59     | 0.01%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187316257.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11957 | PA      | $12071.49     | 0.00%             | 2027-10-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8779347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25519 | PA      | $24513.95     | 0.01%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8558364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1479.87      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11559 | PA      | $11244.53     | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744541.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15364 | PA      | $15160.30     | 0.01%             | 2027-04-07      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8703589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $451.30       | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8329010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7611 | PA      | $7434.92      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9190704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9886 | PA      | $9133.15      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $11685.09     | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6421 | PA      | $3793.80      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6176070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $0.00         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8766950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7827 | PA      | $7585.07      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780471.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2809 | PA      | $2761.95      | 0.00%             | 2027-03-14      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2869 | PA      | $2598.98      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3823 | PA      | $2472.17      | 0.00%             | 2027-03-14      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Forestar Group, Inc.                                                                  | Forestar Group, Inc.                                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1209936.00   | 0.44%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8840531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22892 | PA      | $22393.16     | 0.01%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11568 | PA      | $10525.04     | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7895485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $157.20       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7729054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $809.57       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4703 | PA      | $4520.71      | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8911398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $1361.93      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8961358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8710 | PA      | $8272.63      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $554.76       | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7046858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6997 | PA      | $115.59       | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786162.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14752 | PA      | $2019.48      | 0.00%             | 2027-03-17      | Fixed         | 15.01%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13439922.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4459 | PA      | $4571.27      | 0.00%             | 2026-05-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8122643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3530 | PA      | $1487.46      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2004.90      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878 | PA      | $1788.68      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5254 | PA      | $5101.81      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                                       | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1125764.20   | 0.41%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9239485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4449 | PA      | $4103.00      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8838919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6082 | PA      | $5133.61      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13657810.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2830 | PA      | $2865.70      | 0.00%             | 2026-06-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6642786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3631 | PA      | $11.58        | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6213956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3141 | PA      | $0.00         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780171.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $22.35        | 0.00%             | 2027-03-14      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $514.60       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2790759.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4892 | PA      | $3281.17      | 0.00%             | 2027-03-14      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13416172.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10237 | PA      | $10396.64     | 0.00%             | 2027-05-13      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6551899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $4.32         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6919126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $2.71         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8091452.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6428 | PA      | $96.29        | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12780020.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8935 | PA      | $9017.60      | 0.00%             | 2027-04-16      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992250137.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9124186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1940 | PA      | $1840.37      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789300.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5500 | PA      | $5393.33      | 0.00%             | 2027-03-14      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8593033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2848 | PA      | $1365.04      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7248245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $254.14       | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4233 | PA      | $3873.87      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9169854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8606 | PA      | $8058.94      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4413 | PA      | $4291.99      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8445436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4904 | PA      | $4811.83      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780085.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $931.04       | 0.00%             | 2027-08-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6642494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $6.46         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14515585.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6946 | PA      | $7227.76      | 0.00%             | 2027-07-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8605696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26632 | PA      | $26001.04     | 0.01%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779996.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $1786.34      | 0.00%             | 2027-03-14      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6041346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $670.09       | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9177616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2796 | PA      | $2554.61      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    600000 | PA      | $631015.20    | 0.23%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12826 | PA      | $12492.02     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8177668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1862.45      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8295387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5379 | PA      | $5254.22      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pathway Vet Alliance LLC                                                              | Pathway Vet Alliance LLC, First Lien, CME Term Loan, B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    623472 | PA      | $505791.26    | 0.18%             | 2028-06-30      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7180 | PA      | $6033.86      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9191165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25258 | PA      | $23035.16     | 0.01%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10179113.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10168 | PA      | $10281.88     | 0.00%             | 2026-08-15      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23731 | PA      | $22819.32     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc.                                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99401.41     | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6274 | PA      | $5297.69      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9076464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71101 | PA      | $67751.73     | 0.02%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8926176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5208 | PA      | $5011.90      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $718.90       | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7905160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3807 | PA      | $2954.38      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9240102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1469.30      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13436550.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8130 | PA      | $8311.62      | 0.00%             | 2027-05-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2436 | PA      | $1992.57      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2380 | PA      | $1630.34      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8308309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $10.27        | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2481499.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1342 | PA      | $1308.19      | 0.00%             | 2027-01-21      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9160393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21265 | PA      | $19914.88     | 0.01%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269383.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1950 | PA      | $1914.52      | 0.00%             | 2027-05-17      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781938.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19704 | PA      | $19102.28     | 0.01%             | 2027-03-14      | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779605.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $837.10       | 0.00%             | 2027-03-14      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9033361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19206 | PA      | $18298.83     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186027871.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10314 | PA      | $10287.17     | 0.00%             | 2027-02-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9124952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4380 | PA      | $4145.14      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9078253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10045 | PA      | $9657.33      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2103098.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1514 | PA      | $1491.90      | 0.00%             | 2026-11-24      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $3625.55      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1149.25      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                               | Mavis Tire Express Services Topco Corp., First Lien, 2025 Incremental CME Term Loan               | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102674 | PA      | $102752.26    | 0.04%             | 2028-05-04      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471728.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4760 | PA      | $4684.01      | 0.00%             | 2027-01-20      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5386 | PA      | $5158.02      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8514047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8140 | PA      | $7925.77      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4756 | PA      | $4618.21      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992368413.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       108 | PA      | $7.68         | 0.00%             | 2030-04-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2473231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2775.44      | 0.00%             | 2027-06-20      | Fixed         | 11.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6265 | PA      | $5986.68      | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $969.11       | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12974063.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13098 | PA      | $13736.69     | 0.00%             | 2027-04-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Oceaneering International, Inc.                                                       | Oceaneering International, Inc.                                                                   | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302670.90    | 0.11%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6716386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14513 | PA      | $30.01        | 0.00%             | 2034-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2978 | PA      | $2948.92      | 0.00%             | 2027-03-14      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2018248.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1647.15      | 0.00%             | 2027-04-10      | Fixed         | 24.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6186681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $0.00         | 0.00%             | 2034-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7977234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       347 | PA      | $345.01       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5904 | PA      | $5669.32      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1316.81      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8450845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $628.25       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6126842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6194847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $0.15         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185942868.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17301 | PA      | $0.00         | 0.00%             | 2027-02-18      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9222417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $1505.60      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8316725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20569 | PA      | $20306.86     | 0.01%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $345.51       | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $2882.00      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $1584.20      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1906.28      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2264096.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3087 | PA      | $3008.17      | 0.00%             | 2026-12-16      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8847026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16944 | PA      | $16385.09     | 0.01%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97786 | PA      | $91007.89     | 0.03%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ADMI Corp.                                                                            | ADMI Corp., First Lien, CME Term Loan, B5                                                         | CUSIP: 00709LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127922 | PA      | $124340.26    | 0.05%             | 2027-12-23      | Variable      | 10.08%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3859 | PA      | $3683.29      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8041024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1691 | PA      | $1537.39      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6889101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $7.36         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4258.25      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6057387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $0.00         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9230943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4490 | PA      | $4178.09      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1627891.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4693 | PA      | $4722.97      | 0.00%             | 2026-09-21      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14246643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $2386.36      | 0.00%             | 2025-09-17      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8827039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1418.76      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2625 | PA      | $2510.45      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8931042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1685.01      | 0.00%             | 2026-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $1395.01      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1720338.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4890 | PA      | $4829.93      | 0.00%             | 2026-09-16      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2933357.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1950 | PA      | $1919.57      | 0.00%             | 2027-09-12      | Fixed         | 24.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $2665.67      | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8677332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $2894.06      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9120835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9174 | PA      | $8627.66      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $718.37       | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185117236.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10417 | PA      | $10575.12     | 0.00%             | 2027-01-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4519 | PA      | $4437.28      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1656.23      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12548143.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15241 | PA      | $15931.05     | 0.01%             | 2027-06-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785592.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6972 | PA      | $6829.17      | 0.00%             | 2027-03-14      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8387062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7189 | PA      | $7046.65      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1632.28      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9025162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9099 | PA      | $8499.77      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8317433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $2583.90      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1103.44      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8434664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $316.43       | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DM81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       649 | PA      | $652.72       | 0.00%             | 2031-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $735.27       | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                         | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2950000 | PA      | $2998023.32   | 1.09%             | 2055-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $1045.80      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7951839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $438.37       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8064329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6736 | PA      | $6482.66      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13309 | PA      | $12333.16     | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3826 | PA      | $3143.79      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13224 | PA      | $12159.22     | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9045500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11129 | PA      | $10397.39     | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7931051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3223 | PA      | $1692.12      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1354 | PA      | $1265.66      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8513158.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48585 | PA      | $47175.27     | 0.02%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8118871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.67         | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1374.30      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14531076.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10436 | PA      | $10892.80     | 0.00%             | 2027-08-07      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9085122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36458 | PA      | $34446.35     | 0.01%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31023 | PA      | $26541.12     | 0.01%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9239082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10493 | PA      | $9805.04      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9233301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33608 | PA      | $30885.73     | 0.01%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3780 | PA      | $3574.23      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8363173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20055 | PA      | $19593.68     | 0.01%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8118849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $354.99       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1701780.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $3627.94      | 0.00%             | 2026-09-16      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10622378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15378 | PA      | $15537.02     | 0.01%             | 2026-09-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                              | Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class B1                              | CUSIP: 61746REA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166692 | PA      | $189490.16    | 0.07%             | 2033-10-25      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10997848.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2500.71      | 0.00%             | 2027-01-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6771628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11342 | PA      | $78.70        | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2260471.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3746 | PA      | $2654.20      | 0.00%             | 2026-12-17      | Fixed         | 30.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783634.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3780.75      | 0.00%             | 2027-03-14      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933672.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $749.93       | 0.00%             | 2027-04-12      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8938417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17601 | PA      | $16372.05     | 0.01%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477171.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2163 | PA      | $71.40        | 0.00%             | 2027-01-21      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2392.11      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8768370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3589 | PA      | $3388.61      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12804212.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7416 | PA      | $7809.32      | 0.00%             | 2027-10-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8283650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1408.74      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784724.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11056 | PA      | $10846.53     | 0.00%             | 2027-03-26      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5307 | PA      | $4768.44      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8783684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3633 | PA      | $3510.55      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7729422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $148.06       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8522248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12432 | PA      | $12223.94     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8924167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19358 | PA      | $18616.55     | 0.01%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13430327.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4869 | PA      | $5016.82      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2790374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3545 | PA      | $3508.39      | 0.00%             | 2027-03-14      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266558.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $923.76       | 0.00%             | 2026-12-16      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2112102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3597 | PA      | $3556.92      | 0.00%             | 2026-11-24      | Fixed         | 31.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1735826.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10765 | PA      | $10750.82     | 0.00%             | 2027-03-27      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9035121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2461 | PA      | $2350.81      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10790 | PA      | $10319.73     | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9766 | PA      | $9461.44      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8530878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9328 | PA      | $9076.89      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16046 | PA      | $10635.76     | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2702 | PA      | $2541.33      | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780686.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $584.36       | 0.00%             | 2027-08-14      | Fixed         | 18.04%                | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156747.35    | 0.06%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928380.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1612.71      | 0.00%             | 2027-04-11      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780947.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1482.83      | 0.00%             | 2027-03-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16109 | PA      | $14864.70     | 0.01%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8454323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6246 | PA      | $4924.40      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7425 | PA      | $7177.67      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8179202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1169.27      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21824 | PA      | $20905.75     | 0.01%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $835.78       | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188000200.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8984 | PA      | $0.00         | 0.00%             | 2035-04-06      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477410.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3570 | PA      | $3507.15      | 0.00%             | 2027-01-21      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6226697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6802 | PA      | $0.29         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8207847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5435 | PA      | $5354.66      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6268142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4489 | PA      | $0.06         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6813993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $59.62        | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2540.15      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8908730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1965 | PA      | $1902.87      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8726506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29778 | PA      | $28922.39     | 0.01%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17932 | PA      | $16362.66     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783200.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6305 | PA      | $6242.82      | 0.00%             | 2027-03-14      | Fixed         | 17.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7205002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75336 | PA      | $1065.69      | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785139.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5948 | PA      | $3646.06      | 0.00%             | 2028-01-21      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5450 | PA      | $5104.31      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8280241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4518 | PA      | $3489.45      | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13556 | PA      | $13106.74     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14594 | PA      | $13916.59     | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7759020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $578.12       | 0.00%             | 2025-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8196 | PA      | $7678.86      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7232691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35086 | PA      | $679.78       | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8858075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $5255.63      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8922536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12492 | PA      | $11921.50     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13014 | PA      | $9722.66      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6770314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $4.00         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8836851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25533 | PA      | $24468.36     | 0.01%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1869 | PA      | $1694.54      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4497 | PA      | $4313.36      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784788.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5207 | PA      | $3230.98      | 0.00%             | 2027-08-14      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6845844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2264 | PA      | $17.52        | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1126.05      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2163 | PA      | $1915.56      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6638387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $17.62        | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $1202.69      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                            | Warnermedia Holdings, Inc.                                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    520000 | PA      | $484619.20    | 0.18%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7547912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3516 | PA      | $93.02        | 0.00%             | 2025-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7382823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35680 | PA      | $1694.86      | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8647629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $1899.08      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7548 | PA      | $7229.14      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6977 | PA      | $6908.52      | 0.00%             | 2027-03-14      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6734360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $9.68         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992135434.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10481 | PA      | $9860.37      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8659511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2595 | PA      | $2489.00      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780981.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1202.43      | 0.00%             | 2027-03-14      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $283077.03    | 0.10%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2655839.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $1.07         | 0.00%             | 2035-02-18      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27306 | PA      | $831.95       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo, Inc.                                                                            | Endo, Inc.                                                                                        | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11685 | NS      | $245233.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26663 | PA      | $25682.54     | 0.01%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8908868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18968 | PA      | $18196.01     | 0.01%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9135617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5719 | PA      | $5207.06      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9073079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10503 | PA      | $10061.74     | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12795571.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16620 | PA      | $17524.75     | 0.01%             | 2027-03-29      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2457 | PA      | $2347.01      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9072003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10416 | PA      | $9785.03      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7811168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $932.95       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shift4 Payments LLC                                                                   | Shift4 Payments LLC, First Lien, CME Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99075 | PA      | $99988.76     | 0.04%             | 2032-05-07      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4393 | PA      | $3934.30      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7647054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $348.31       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5529 | PA      | $5427.41      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8236 | PA      | $7994.58      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $810.47       | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8646157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1497.46      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4029 | PA      | $647.50       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DQE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       363 | PA      | $364.27       | 0.00%             | 2031-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2112349.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $4120.89      | 0.00%             | 2026-11-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6703045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $117.67       | 0.00%             | 2034-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $910.03       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3861 | PA      | $3710.83      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2185 | PA      | $1999.78      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $2261.69      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1674248.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7877 | PA      | $7864.93      | 0.00%             | 2026-12-17      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8275734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28406 | PA      | $21608.77     | 0.01%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                       | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954785.30    | 0.35%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8157542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1194.49      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $505.94       | 0.00%             | 2027-04-12      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7702 | PA      | $6521.34      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9111809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1995 | PA      | $1875.65      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5520 | PA      | $5277.92      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991984558.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.81        | 0.00%             | 2030-07-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9064407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31923 | PA      | $30227.04     | 0.01%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22456 | PA      | $20984.20     | 0.01%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1049.90      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8306433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1142.59      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2017263.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9095 | PA      | $4801.61      | 0.00%             | 2026-11-10      | Fixed         | 13.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7616489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $45.28        | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2029 | PA      | $1844.60      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $538.55       | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929560.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16732 | PA      | $16463.64     | 0.01%             | 2027-04-11      | Fixed         | 28.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7262165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14002 | PA      | $6075.09      | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3083 | PA      | $3016.27      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6873888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $337.83       | 0.00%             | 2035-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9716 | PA      | $9537.03      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187891277.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12280 | PA      | $0.00         | 0.00%             | 2027-04-04      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1261.09      | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8812238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $2944.35      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2653291.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1447.08      | 0.00%             | 2027-02-18      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $777.16       | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8292991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3944 | PA      | $3636.89      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743573.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4374 | PA      | $4461.65      | 0.00%             | 2027-03-23      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8145361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1246.97      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7608 | PA      | $7298.64      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1733471.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9147 | PA      | $9069.61      | 0.00%             | 2027-03-22      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9039257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18737 | PA      | $17477.27     | 0.01%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3294 | PA      | $3219.68      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992474651.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.49        | 0.00%             | 2025-08-20      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $2063.97      | 0.00%             | 2027-04-11      | Fixed         | 15.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9099365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23812 | PA      | $22850.02     | 0.01%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7120695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13067 | PA      | $106.22       | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9231043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2598 | PA      | $2397.60      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933917.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3185 | PA      | $3120.17      | 0.00%             | 2027-04-12      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780647.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $222.19       | 0.00%             | 2026-01-14      | Fixed         | 19.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7939386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       511 | PA      | $501.51       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8817 | PA      | $2664.45      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $985.67       | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5081 | PA      | $4868.33      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7412170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10387 | PA      | $402.88       | 0.00%             | 2035-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2489 | PA      | $1750.82      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1105.30      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9081679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4857 | PA      | $4616.06      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11029 | PA      | $10570.36     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6741768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.42         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8865971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1141.13      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                                    | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $564235.98    | 0.20%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12189 | PA      | $12057.76     | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2473891.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3462 | PA      | $3411.66      | 0.00%             | 2027-01-20      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8491602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $491.57       | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8314427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $4333.93      | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15203 | PA      | $14824.89     | 0.01%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992468268.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8961718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $1969.06      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788869.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3206 | PA      | $3143.33      | 0.00%             | 2027-03-14      | Fixed         | 14.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2475724.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3545 | PA      | $3453.95      | 0.00%             | 2027-01-20      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11754629.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7386 | PA      | $7448.84      | 0.00%             | 2026-02-06      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9065039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3773.76      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8895347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2705 | PA      | $2444.38      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2263798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9681 | PA      | $9478.79      | 0.00%             | 2026-12-17      | Fixed         | 11.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7862394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $148.01       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1358.43      | 0.00%             | 2027-03-14      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8725236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5687 | PA      | $5480.13      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992235376.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $191.05       | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7013018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       888 | PA      | $392.91       | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7653058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16004 | PA      | $11699.00     | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1639.44      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8302545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $1233.40      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6611 | PA      | $6360.62      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25130 | PA      | $23259.32     | 0.01%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8240661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3237 | PA      | $3210.42      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $2179.47      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8853591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8940 | PA      | $8586.30      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9190887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $6755.91      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10386 | PA      | $10166.64     | 0.00%             | 2027-04-11      | Fixed         | 11.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14196561.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18903 | PA      | $19281.47     | 0.01%             | 2027-06-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Civitas Resources, Inc.                                                               | Civitas Resources, Inc.                                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101235.91    | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786218.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4028 | PA      | $3962.84      | 0.00%             | 2027-03-14      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7265 | PA      | $7098.26      | 0.00%             | 2027-03-14      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11352 | PA      | $10915.83     | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789885.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4453 | PA      | $4382.77      | 0.00%             | 2027-03-14      | Fixed         | 26.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9240259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9574 | PA      | $8715.07      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $898.88       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8363762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20383 | PA      | $8802.70      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9074203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8731 | PA      | $8095.21      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $1091.91      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31371KR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29824 | PA      | $31232.39     | 0.01%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8498021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4280 | PA      | $4022.76      | 0.00%             | 2026-06-16      | None          | 0.00%                 | 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        |    781817 | PA      | $702755.47    | 0.26%             | 2028-01-31      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1143 | PA      | $1004.12      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7876335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2504 | PA      | $1215.61      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $3049.77      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8095515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $134.42       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8075130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $526.32       | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744559.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $1832.21      | 0.00%             | 2027-04-07      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13157103.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6013 | PA      | $6093.23      | 0.00%             | 2027-04-17      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6865119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $6.49         | 0.00%             | 2035-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9178432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37229 | PA      | $34834.45     | 0.01%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3693 | PA      | $3535.53      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7788534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $496.43       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8903326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $444.01       | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8391994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $156.11       | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7351036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1777 | PA      | $750.01       | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6386123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $0.47         | 0.00%             | 2034-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3863 | PA      | $2286.29      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6769902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1683 | PA      | $10.71        | 0.00%             | 2034-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1753842.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4389 | PA      | $4331.38      | 0.00%             | 2027-04-07      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7528166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $281.46       | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7409794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1964 | PA      | $61.68        | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7556990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5545 | PA      | $2283.60      | 0.00%             | 2025-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ECI Macola/Max Holding LLC                                                            | ECI Macola/Max Holding LLC, First Lien, CME Term Loan, B                                          | CUSIP: 26825UAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    606302 | PA      | $610030.83    | 0.22%             | 2030-05-09      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                   | Hilton Grand Vacations Borrower LLC, First Lien, Initial CME Term Loan                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    446830 | PA      | $447214.04    | 0.16%             | 2028-08-02      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8693448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21952 | PA      | $21484.56     | 0.01%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6486 | PA      | $6017.57      | 0.00%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992156587.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $103.31       | 0.00%             | 2029-09-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9109345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $1689.76      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992289614.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $67.75        | 0.00%             | 2030-04-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14189728.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16616 | PA      | $17231.62     | 0.01%             | 2026-06-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1967 | PA      | $1916.98      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2934988.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6819 | PA      | $6675.41      | 0.00%             | 2027-04-12      | Fixed         | 11.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5036 | PA      | $4588.97      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931559.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25274 | PA      | $24725.87     | 0.01%             | 2027-09-11      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $1375.99      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8599500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9515 | PA      | $9270.90      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7409266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $533.29       | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8300274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4542 | PA      | $4465.74      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7322262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16947 | PA      | $8032.88      | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9139897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8440 | PA      | $7892.89      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8930 | PA      | $7813.33      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9246270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17352 | PA      | $16215.84     | 0.01%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1889041.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $543.87       | 0.00%             | 2026-10-21      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7961559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $357.71       | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9257526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78880 | PA      | $73692.42     | 0.03%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782423.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9622 | PA      | $693.25       | 0.00%             | 2027-08-28      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8532663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6479 | PA      | $5554.18      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8328785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10199 | PA      | $8488.60      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Next Generation, Inc.                                                         | Charter Next Generation, Inc., First Lien, 2024 Replacement CME Term Loan                         | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1509857 | PA      | $1516937.95   | 0.55%             | 2030-11-29      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4348 | PA      | $3986.05      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303723 | PA      | $287693.04    | 0.10%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744065.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10963 | PA      | $9145.82      | 0.00%             | 2027-03-23      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6687 | PA      | $6252.27      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1686345.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4368 | PA      | $4540.38      | 0.00%             | 2026-12-15      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734857.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1291.21      | 0.00%             | 2027-04-17      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1800.72      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7767704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11327 | PA      | $3543.09      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8987051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $324.15       | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7964214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $61.96        | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13323349.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6416 | PA      | $6547.93      | 0.00%             | 2027-03-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3425 | PA      | $3199.58      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8706498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2115.46      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8514726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8744 | PA      | $8566.87      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2761 | PA      | $2639.21      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9025952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4240.81      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Anagram Holdings LLC / Anagram International, Inc.                                    | Anagram Holdings LLC / Anagram International, Inc.                                                | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166428 | PA      | $0.00         | 0.00%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8441573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8607 | PA      | $8460.31      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $2221.80      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14236905.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13107 | PA      | $13650.51     | 0.00%             | 2027-06-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7138440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $4.56         | 0.00%             | 2035-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6580 | PA      | $4983.93      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4765 | PA      | $4688.84      | 0.00%             | 2027-03-14      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8856054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $178.47       | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26815 | PA      | $25983.22     | 0.01%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7352037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $235.77       | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5448 | PA      | $5079.52      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992131978.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-08      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12140 | PA      | $11624.07     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8890666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $3827.98      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9072100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $2340.22      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1749839.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7778 | PA      | $8069.85      | 0.00%             | 2027-04-14      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12782877.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10697 | PA      | $10850.59     | 0.00%             | 2027-03-28      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4802 | PA      | $4711.38      | 0.00%             | 2027-03-14      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| California Resources Corp.                                                            | California Resources Corp.                                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        72 | NS      | $3288.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743513.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $37.60        | 0.00%             | 2035-03-23      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656762.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11603 | PA      | $11453.64     | 0.00%             | 2027-07-18      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3671 | PA      | $3568.58      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185835140.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9233 | PA      | $9440.57      | 0.00%             | 2027-02-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8222865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3873 | PA      | $3791.28      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992553647.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7823385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3595 | PA      | $2800.31      | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                                | First Brands Group LLC, First Lien, 2022-2 Incremental CME Term Loan                              | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1202538 | PA      | $1138154.26   | 0.41%             | 2027-03-30      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8167491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5991 | PA      | $4815.09      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929532.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7157 | PA      | $6989.39      | 0.00%             | 2027-04-11      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8516603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25376 | PA      | $24137.36     | 0.01%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1656201.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1275.84      | 0.00%             | 2026-10-28      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4240 | PA      | $3964.11      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2018016.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9196 | PA      | $4388.15      | 0.00%             | 2027-04-10      | Fixed         | 16.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12736035.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10649 | PA      | $10802.28     | 0.00%             | 2027-04-10      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2927859.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1161 | PA      | $331.11       | 0.00%             | 2027-04-11      | Fixed         | 16.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7066581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $1359.91      | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501260.00    | 0.18%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $972.04       | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23642 | PA      | $22944.07     | 0.01%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7441991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $1307.09      | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $1013.60      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785657.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1965.13      | 0.00%             | 2027-03-14      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9035177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4779.17      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc. / First Transit Parent, Inc.                                | First Student Bidco, Inc. / First Transit Parent, Inc.                                            | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $846647.20    | 0.31%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8391155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $1028.56      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6988804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22027 | PA      | $260.88       | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789810.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $789.72       | 0.00%             | 2027-08-14      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14431213.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9717 | PA      | $10011.84     | 0.00%             | 2027-07-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9179513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2187 | PA      | $2006.97      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7147190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6796 | PA      | $97.74        | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8456840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21038 | PA      | $20581.17     | 0.01%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8827 | PA      | $8143.74      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10101 | PA      | $9763.57      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8753710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $750.21       | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8826133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $461.68       | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8913820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14031 | PA      | $13044.09     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9073274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17252 | PA      | $16735.43     | 0.01%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8158959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2687.36      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786140.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $839.45       | 0.00%             | 2027-03-14      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781471.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $483.19       | 0.00%             | 2027-03-14      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5251 | PA      | $4781.67      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $979.30       | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154867.65    | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8073505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $1429.62      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7065 | PA      | $6757.48      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2901 | PA      | $2811.50      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929885.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21680 | PA      | $21184.17     | 0.01%             | 2027-09-11      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $934.24       | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4374 | PA      | $4329.74      | 0.00%             | 2027-03-14      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13021207.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6588 | PA      | $6760.89      | 0.00%             | 2026-04-15      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13023 | PA      | $9227.88      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8315066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13443 | PA      | $11228.08     | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9258995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29283 | PA      | $27360.02     | 0.01%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211817.80    | 0.08%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7621639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $63.84        | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6015930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $0.00         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10412146.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8777 | PA      | $9091.87      | 0.00%             | 2026-10-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783182.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $627.66       | 0.00%             | 2027-03-14      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992514855.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $47.31        | 0.00%             | 2026-07-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4428 | PA      | $4207.17      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7829488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $509.89       | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8472266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5939 | PA      | $4620.35      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780109.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5997 | PA      | $5857.03      | 0.00%             | 2027-03-14      | Fixed         | 8.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7872545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2125 | PA      | $1784.01      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zekelman Industries, Inc.                                                             | Zekelman Industries, Inc., First Lien, 2024 CME Term Loan                                         | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    390431 | PA      | $391372.17    | 0.14%             | 2031-01-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2477329.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $3241.37      | 0.00%             | 2027-01-21      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8100267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $781.11       | 0.00%             | 2026-02-19      | None          | 0.00%                 | 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        |   1192859 | PA      | $1194499.32   | 0.43%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8901099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28821 | PA      | $27576.97     | 0.01%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6282655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878 | PA      | $0.00         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13449 | PA      | $12525.75     | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2265341.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4398 | PA      | $4322.14      | 0.00%             | 2026-12-16      | Fixed         | 25.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8821561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3433 | PA      | $3273.09      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1411 | PA      | $1300.54      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7452 | PA      | $7306.91      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $687.28       | 0.00%             | 2027-03-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9044523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4991 | PA      | $4668.50      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7994356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1869 | PA      | $1543.41      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2702 | PA      | $2589.41      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2017556.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1398.26      | 0.00%             | 2026-11-10      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8260737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $650.75       | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4556 | PA      | $4343.56      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480052.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $103.78       | 0.00%             | 2029-01-21      | Fixed         | 11.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7679804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1477 | PA      | $1402.36      | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9075449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $2953.99      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6472563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $0.66         | 0.00%             | 2034-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933656.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $1120.13      | 0.00%             | 2027-04-12      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3698 | PA      | $3546.26      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8270836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $3850.32      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29872 | PA      | $25259.72     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7905 | PA      | $567.07       | 0.00%             | 2027-06-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12339 | PA      | $11506.94     | 0.00%             | 2026-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3804 | PA      | $3542.15      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12931503.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10798 | PA      | $10991.01     | 0.00%             | 2027-04-18      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185498696.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13812 | PA      | $14222.91     | 0.01%             | 2027-05-26      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3805 | PA      | $3654.42      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3066 | PA      | $3031.06      | 0.00%             | 2027-04-11      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8124971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $946.06       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10251 | PA      | $9842.82      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8445 | PA      | $8039.21      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2898 | PA      | $2718.21      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $1397.14      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6789128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6626 | PA      | $26.05        | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9138988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47900 | PA      | $44892.70     | 0.02%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $4111.37      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2228 | PA      | $2167.55      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8572345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $23.31        | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $1200.05      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3489 | PA      | $3451.07      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9203378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16980 | PA      | $15574.02     | 0.01%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8881679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $983.84       | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3138WDT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58464 | PA      | $55605.74     | 0.02%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3188 | PA      | $2820.11      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $909.59       | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8260411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1438 | PA      | $1417.89      | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8972852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11556 | PA      | $11060.44     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7506519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $157.04       | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9151157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4401 | PA      | $4021.26      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2268096.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8262 | PA      | $8052.01      | 0.00%             | 2026-12-17      | Fixed         | 8.29%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7369572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16360 | PA      | $4681.39      | 0.00%             | 2035-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9022157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6743 | PA      | $6456.01      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Barracuda Networks, Inc.                                                              | Barracuda Networks, Inc., First Lien, Initial CME Term Loan                                       | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    817039 | PA      | $680899.98    | 0.25%             | 2029-08-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    600000 | PA      | $638809.76    | 0.23%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $606.25       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7136267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $8.27         | 0.00%             | 2035-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185689957.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $6038.42      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991996150.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $75.89        | 0.00%             | 2025-10-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $805.60       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8192679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11145 | PA      | $5347.82      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1733459.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14283 | PA      | $7481.80      | 0.00%             | 2027-03-22      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9225725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57799 | PA      | $52692.26     | 0.02%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8695923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32494 | PA      | $31485.48     | 0.01%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $1451.49      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7732601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $518.70       | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4259 | PA      | $4178.47      | 0.00%             | 2027-03-14      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8453472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16392 | PA      | $8719.02      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19745 | PA      | $18949.68     | 0.01%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8938232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $505.44       | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4677 | PA      | $4541.07      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8895 | PA      | $4509.74      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9254106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3816 | PA      | $3565.30      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656039.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $932.91       | 0.00%             | 2027-02-18      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8396118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3061 | PA      | $2929.54      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8785681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4556 | PA      | $4353.43      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1500000 | PA      | $1513322.60   | 0.55%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19993 | PA      | $19335.05     | 0.01%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2472065.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $2713.05      | 0.00%             | 2027-01-20      | Fixed         | 9.95%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8270794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $267.48       | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474331.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3437 | PA      | $3322.13      | 0.00%             | 2027-01-20      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2015725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $614.22       | 0.00%             | 2026-11-10      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8561613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1593 | PA      | $1483.71      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8466591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5134 | PA      | $4977.55      | 0.00%             | 2026-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8005110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $244.73       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8323551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1995.95      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9220000 | PA      | $9234980.56   | 3.35%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8611387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7442 | PA      | $7305.43      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2921409.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1334.93      | 0.00%             | 2027-04-12      | Fixed         | 14.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1311 | PA      | $1214.55      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9066810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30335 | PA      | $29293.60     | 0.01%             | 2026-11-09      | 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        |   1686855 | PA      | $1696799.12   | 0.62%             | 2028-05-12      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1328.56      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5404 | PA      | $5101.12      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9333 | PA      | $8604.26      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8911274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5010 | PA      | $4673.86      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7936 | PA      | $7515.98      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8052570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $937.77       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13517 | PA      | $12352.51     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6545017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5479 | PA      | $5.02         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1129.73      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13430153.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8947 | PA      | $9397.65      | 0.00%             | 2027-03-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8518904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5400 | PA      | $5238.74      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7164004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9823 | PA      | $103.71       | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $684.61       | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8743657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4402 | PA      | $4119.13      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $855.18       | 0.00%             | 2027-03-14      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13443719.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4768 | PA      | $5009.83      | 0.00%             | 2027-05-14      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1647023.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9259 | PA      | $9459.74      | 0.00%             | 2026-10-29      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2671 | PA      | $2570.39      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1742810.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1842.46      | 0.00%             | 2027-04-05      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13141094.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16618 | PA      | $16872.41     | 0.01%             | 2027-04-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992248314.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-03-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7344615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $11.47        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6150788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14529 | PA      | $0.74         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44722 | PA      | $42737.59     | 0.02%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9145036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5486 | PA      | $5138.02      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8827103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $1622.90      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14569337.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8573 | PA      | $8969.12      | 0.00%             | 2027-08-07      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2655652.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16092 | PA      | $15839.35     | 0.01%             | 2027-02-18      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269259.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $1006.29      | 0.00%             | 2026-12-17      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Project Boost Purchaser LLC                                                           | Project Boost Purchaser LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353479 | PA      | $354493.64    | 0.13%             | 2031-07-16      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787675.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $1118.60      | 0.00%             | 2027-03-14      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6509842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5661 | PA      | $5.05         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $824.76       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11816991.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12504 | PA      | $12750.97     | 0.00%             | 2027-02-12      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8382928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $192.93       | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2112451.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $173.83       | 0.00%             | 2027-04-24      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7842626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1080.63      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6602708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20691 | PA      | $34.83        | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $1357.90      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $282.34       | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $4088.98      | 0.00%             | 2027-03-14      | Fixed         | 11.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8458634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7412 | PA      | $6154.43      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8643406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5620 | PA      | $5202.47      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1747200.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6357 | PA      | $6806.07      | 0.00%             | 2027-03-29      | Fixed         | 27.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12511 | PA      | $10706.33     | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8323909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2053 | PA      | $2025.54      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8394529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5716 | PA      | $5615.75      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6596 | PA      | $6287.31      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781329.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $1257.52      | 0.00%             | 2027-03-14      | Fixed         | 27.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7125880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6031 | PA      | $106.34       | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7046224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $6.99         | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17697 | PA      | $17352.22     | 0.01%             | 2026-09-20      | 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        |    970169 | PA      | $969256.79    | 0.35%             | 2029-03-15      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12884053.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $11547.04     | 0.00%             | 2027-06-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5968 | PA      | $5740.25      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $499.61       | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3618 | PA      | $3421.87      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9194871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22070 | PA      | $20179.00     | 0.01%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8017820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       619 | PA      | $219.79       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $11601.19     | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8792 | PA      | $7057.03      | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8834664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9397 | PA      | $9051.25      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6672685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9596 | PA      | $9.75         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $979.36       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4704 | PA      | $4569.58      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6170 | PA      | $5838.32      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7035 | PA      | $6466.11      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8254 | PA      | $7922.14      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9064221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2013 | PA      | $1923.31      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2473450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9100 | PA      | $8865.69      | 0.00%             | 2027-01-20      | Fixed         | 8.65%                 | No            |                  3 | On Loan: No      |
| Camelot Finance SA                                                                    | Camelot Finance SA                                                                                | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    144000 | PA      | $141880.19    | 0.05%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026 | PA      | $1936.32      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7127 | PA      | $6852.76      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9163093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $916.98       | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8624618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79944 | PA      | $65156.75     | 0.02%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8990453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $1791.79      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7870431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $814.07       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14541539.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4867 | PA      | $4948.13      | 0.00%             | 2027-07-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2478510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $480.75       | 0.00%             | 2027-01-21      | Fixed         | 7.06%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $2572.90      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PROG Holdings, Inc.                                                                   | PROG Holdings, Inc.                                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1345605.80   | 0.49%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8608501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $404.73       | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5057 | PA      | $4889.62      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7344686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $11.37        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7411 | PA      | $7155.04      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8182847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2447 | PA      | $2303.21      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9079360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57293 | PA      | $53128.74     | 0.02%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786129.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2515 | PA      | $2476.20      | 0.00%             | 2027-03-14      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8240252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $1849.68      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $1861.74      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8556788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $3139.44      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2472806.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7356 | PA      | $4809.04      | 0.00%             | 2027-06-20      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2271113.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1855 | PA      | $292.71       | 0.00%             | 2026-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3787.50      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1618.82      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1594.89      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8859290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1592.00      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12798277.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3616 | PA      | $3640.39      | 0.00%             | 2027-04-29      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9182231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4249 | PA      | $3924.74      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9094132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4944 | PA      | $4726.26      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16657 | PA      | $15494.90     | 0.01%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $646.28       | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $684.93       | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8215077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $489.88       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8304759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4373 | PA      | $4295.47      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30843 | PA      | $29966.86     | 0.01%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785427.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $1031.08      | 0.00%             | 2027-03-14      | Fixed         | 13.01%                | 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        |    499057 | PA      | $497082.95    | 0.18%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7572 | PA      | $7295.70      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8791725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7202 | PA      | $6970.83      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6176406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11958 | PA      | $0.28         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7194324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16993 | PA      | $239.65       | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6880319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $4.43         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9145406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12549 | PA      | $11746.86     | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20524 | PA      | $13843.25     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8315846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $399.56       | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1058.94      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2271155.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5121 | PA      | $5027.70      | 0.00%             | 2026-12-17      | Fixed         | 23.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8242388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $911.22       | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $1548.65      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784013.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7532 | PA      | $7359.94      | 0.00%             | 2027-03-14      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1494 | PA      | $1478.88      | 0.00%             | 2027-03-14      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2790588.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1793 | PA      | $1758.85      | 0.00%             | 2027-03-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7451728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3791 | PA      | $60.08        | 0.00%             | 2025-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992157584.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $155.78       | 0.00%             | 2025-10-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788390.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $1464.36      | 0.00%             | 2027-03-14      | Fixed         | 26.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7943738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $821.98       | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9008379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16399 | PA      | $15580.76     | 0.01%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7861753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $836.40       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6488534.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4069 | PA      | $5.15         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7587725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $207.24       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1311 | PA      | $1234.48      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208658.21    | 0.08%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1241893 | PA      | $1208647.37   | 0.44%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6434 | PA      | $6160.72      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                              | CUSIP: 3140FXD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336688 | PA      | $302970.17    | 0.11%             | 2056-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7906676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9752 | PA      | $9055.92      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6787 | PA      | $6614.82      | 0.00%             | 2026-08-03      | 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        |      1026 | PA      | $940.39       | 0.00%             | 2045-01-15      | Variable      | 16.01%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6271064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $0.00         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2852 | PA      | $403.48       | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14031 | PA      | $13541.03     | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1894129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $875.13       | 0.00%             | 2026-10-21      | Fixed         | 19.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9040087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12284 | PA      | $11704.56     | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1268.28      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                           | Emergent BioSolutions, Inc.                                                                       | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    900000 | PA      | $720750.87    | 0.26%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14649 | PA      | $13689.96     | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932135.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11484 | PA      | $11212.54     | 0.00%             | 2027-09-22      | Fixed         | 10.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7962368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $479.22       | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8663308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21129 | PA      | $20194.11     | 0.01%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3892 | PA      | $2897.39      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gainwell Acquisition Corp.                                                            | Gainwell Acquisition Corp., First Lien, CME Term Loan, B                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    613910 | PA      | $592883.61    | 0.22%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8893921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5643 | PA      | $5444.67      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785579.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $734.60       | 0.00%             | 2027-03-14      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2112554.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11389 | PA      | $11276.29     | 0.00%             | 2026-11-24      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6833081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3849 | PA      | $24.00        | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13637168.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20681 | PA      | $21163.29     | 0.01%             | 2027-05-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8217082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $2026.32      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2268106.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9818 | PA      | $9651.65      | 0.00%             | 2026-12-17      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $1106.21      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8477360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3553 | PA      | $3499.71      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4018 | PA      | $3839.94      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7644598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3195 | PA      | $756.80       | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8084325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4613 | PA      | $2675.91      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6937297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2807 | PA      | $32.22        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                                   | Carlyle US CLO Ltd., Series 2019-1A, Class BR                                                     | CUSIP: 14316BAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1508750.22   | 0.55%             | 2031-04-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $6137.54      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29973 | PA      | $28508.02     | 0.01%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7370621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $18.79        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8377471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $2157.78      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1437.58      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8118357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $224.96       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9186680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37645 | PA      | $34359.74     | 0.01%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7143 | PA      | $7068.67      | 0.00%             | 2027-03-14      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $424.06       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9065653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $4239.49      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7576764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $375.84       | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785675.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2971 | PA      | $2913.67      | 0.00%             | 2027-03-14      | Fixed         | 14.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8809923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11686 | PA      | $8944.82      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8848141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3069 | PA      | $2958.80      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9244119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6529 | PA      | $6063.19      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15485 | PA      | $14493.25     | 0.01%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7667909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $1369.70      | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11820229.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4744 | PA      | $4821.90      | 0.00%             | 2026-12-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12796607.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14910 | PA      | $15596.85     | 0.01%             | 2027-02-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782778.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7598 | PA      | $7360.10      | 0.00%             | 2027-03-14      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9214205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5870 | PA      | $5354.47      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8100071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1686.22      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2428.42      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5385 | PA      | $5219.77      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2790081.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $681.33       | 0.00%             | 2027-03-14      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8283015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3322 | PA      | $3280.78      | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783179.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4066 | PA      | $3996.00      | 0.00%             | 2027-03-14      | Fixed         | 17.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12643 | PA      | $11514.87     | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $527.82       | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9257371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2014.91      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12652 | PA      | $10744.55     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41850 | PA      | $10148.27     | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9105631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6486 | PA      | $6176.52      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9157584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30946 | PA      | $28736.39     | 0.01%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9250357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5600 | PA      | $5134.68      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $1928.64      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9053569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $669.96       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $251.32       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2914 | PA      | $2847.76      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6547912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3479 | PA      | $4.21         | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2656742.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2504 | PA      | $643.80       | 0.00%             | 2027-02-18      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7969951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1155 | PA      | $1129.84      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       748 | PA      | $603.54       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8375331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5545 | PA      | $2572.79      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7116213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $3.12         | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2933070.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $621.41       | 0.00%             | 2027-04-12      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6913129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $11.04        | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26813 | PA      | $26270.30     | 0.01%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1596.17      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4929 | PA      | $3084.67      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9167655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16746 | PA      | $15673.82     | 0.01%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2016549.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2813 | PA      | $374.61       | 0.00%             | 2027-04-10      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| DCert Buyer, Inc.                                                                     | DCert Buyer, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    983936 | PA      | $976758.19    | 0.35%             | 2026-10-16      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2921340.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $2680.31      | 0.00%             | 2027-04-12      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929635.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $591.63       | 0.00%             | 2027-04-11      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1892884.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $958.81       | 0.00%             | 2026-10-21      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc.                                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629320.20    | 0.23%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $2335.51      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aris Water Holdings LLC                                                               | Aris Water Holdings LLC                                                                           | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619534.80    | 0.23%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9230501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5384 | PA      | $5030.28      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8274997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1989 | PA      | $1517.42      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7473548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13601 | PA      | $483.27       | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2653164.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4794 | PA      | $4739.72      | 0.00%             | 2027-02-18      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188023733.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3926 | PA      | $3933.02      | 0.00%             | 2027-04-06      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784388.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1649.01      | 0.00%             | 2027-03-14      | Fixed         | 21.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9195783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3279 | PA      | $3056.65      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43517 | PA      | $41741.10     | 0.02%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6609 | PA      | $6329.97      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1118031.20   | 0.41%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2653497.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6647 | PA      | $6506.08      | 0.00%             | 2027-02-18      | Fixed         | 14.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $562.47       | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31416VS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138067 | PA      | $144811.22    | 0.05%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7429812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $8.32         | 0.00%             | 2035-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13068321.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27064 | PA      | $9016.51      | 0.00%             | 2027-09-25      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7917398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7294 | PA      | $7132.74      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6342 | PA      | $6173.41      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9026606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7808 | PA      | $7488.39      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13504 | PA      | $13271.25     | 0.00%             | 2027-03-14      | Fixed         | 22.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $811.02       | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13662283.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7182 | PA      | $7272.33      | 0.00%             | 2027-04-11      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2479301.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $553.62       | 0.00%             | 2027-01-28      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1846 | PA      | $1805.14      | 0.00%             | 2027-09-12      | Fixed         | 16.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2017531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3379 | PA      | $3316.62      | 0.00%             | 2026-11-10      | Fixed         | 30.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8710630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $1040.32      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3455 | PA      | $3359.89      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8541749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $809.70       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8537208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8922 | PA      | $6605.25      | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8261371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12286 | PA      | $11944.36     | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8203587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $386.56       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pitney Bowes, Inc.                                                                    | Pitney Bowes, Inc., First Lien, CME Term Loan, B                                                  | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1097250 | PA      | $1097250.00   | 0.40%             | 2032-03-19      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6565297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $2.76         | 0.00%             | 2034-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $1873.44      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1176.81      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2579.49      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9084817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20161 | PA      | $19379.73     | 0.01%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1688576.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4614 | PA      | $4692.89      | 0.00%             | 2027-01-13      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9242847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3069 | PA      | $2801.09      | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930302.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $3218.85      | 0.00%             | 2027-04-11      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474729.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4297 | PA      | $4221.28      | 0.00%             | 2027-01-20      | Fixed         | 20.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8736986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10150 | PA      | $1886.87      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992189183.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $721.16       | 0.00%             | 2030-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8296979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11848 | PA      | $11710.96     | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8306790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3805 | PA      | $3747.17      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2015861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $3077.74      | 0.00%             | 2026-11-10      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10703763.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2621 | PA      | $2659.25      | 0.00%             | 2025-11-20      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9052740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62594 | PA      | $59699.49     | 0.02%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1015 | PA      | $994.32       | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10561482.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7772 | PA      | $8069.78      | 0.00%             | 2026-07-31      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8486831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $2495.78      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                   | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                               | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005585.00   | 0.37%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8127364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16717 | PA      | $7829.60      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2790218.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1539.31      | 0.00%             | 2027-03-14      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38168 | PA      | $37390.06     | 0.01%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6493901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $1.49         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $2340.00      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14326 | PA      | $13596.92     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $952.12       | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1248.07      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779984.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3388 | PA      | $3331.32      | 0.00%             | 2027-03-14      | Fixed         | 19.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6066 | PA      | $5962.68      | 0.00%             | 2027-03-14      | Fixed         | 18.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9052710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2238 | PA      | $2137.63      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14385312.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17612 | PA      | $18039.95     | 0.01%             | 2027-06-28      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480405.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2204.16      | 0.00%             | 2027-01-21      | Fixed         | 10.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932883.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $960.68       | 0.00%             | 2027-04-12      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8309978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $524.12       | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9147069.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9484 | PA      | $8883.66      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15764 | PA      | $15396.99     | 0.01%             | 2027-04-11      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| Five Point Operating Co. LP / Five Point Capital Corp.                                | Five Point Operating Co. LP / Five Point Capital Corp.                                            | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    839586 | PA      | $854690.99    | 0.31%             | 2028-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4516.53      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6570635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $1.62         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1632 | PA      | $1528.32      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9092894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $1093.89      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1088 | PA      | $1020.22      | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8434105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $567.28       | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187683423.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13122 | PA      | $0.00         | 0.00%             | 2027-04-09      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7505314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $44.71        | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3672 | PA      | $1730.60      | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992485527.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $103.83       | 0.00%             | 2026-08-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8055411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6320 | PA      | $4843.51      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992361782.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $107.68       | 0.00%             | 2026-01-19      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6164713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $0.03         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1311.33      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13396926.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9368 | PA      | $9560.03      | 0.00%             | 2026-05-01      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3051 | PA      | $2902.56      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9048220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18768 | PA      | $17918.77     | 0.01%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9151335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7006 | PA      | $6530.45      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8859217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8587 | PA      | $8270.99      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $3882.06      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4349 | PA      | $4161.34      | 0.00%             | 2026-09-28      | 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        |    527022 | PA      | $528105.42    | 0.19%             | 2031-03-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8556719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5023 | PA      | $4915.40      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6013648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9809 | PA      | $9696.60      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7453 | PA      | $6837.85      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3795 | PA      | $3686.81      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9032074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24047 | PA      | $23006.55     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8873559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11657 | PA      | $10712.90     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29333 | PA      | $27721.71     | 0.01%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12601811.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $867.96       | 0.00%             | 2027-04-15      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8799168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2460 | PA      | $1701.97      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $1960.97      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785256.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22265 | PA      | $3133.32      | 0.00%             | 2027-03-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8672842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14018 | PA      | $13850.10     | 0.01%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789064.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7966 | PA      | $7782.06      | 0.00%             | 2027-03-14      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8870327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2407 | PA      | $2259.42      | 0.00%             | 2026-09-21      | 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: N/A                  | Long             | LON              | CORP              | US        |    966261 | PA      | $968411.15    | 0.35%             | 2028-04-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6909 | PA      | $6657.56      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8403433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23956 | PA      | $23337.75     | 0.01%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12890839.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1231.76      | 0.00%             | 2027-04-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187417305.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5897 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14772 | PA      | $8069.19      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8764663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1390.66      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5917 | PA      | $2890.94      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5973 | PA      | $5682.37      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2915 | PA      | $2874.76      | 0.00%             | 2027-01-21      | Fixed         | 30.53%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13421220.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9548 | PA      | $9713.60      | 0.00%             | 2027-03-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Cotiviti, Inc.                                                                        | Cotiviti, Inc., First Lien, New CME Term Loan, B                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    846461 | PA      | $843553.12    | 0.31%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                             | Seagate Data Storage Technology Pte. Ltd.                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    550000 | PA      | $559585.95    | 0.20%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8500038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11020 | PA      | $10425.49     | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9066455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3606 | PA      | $3337.44      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8536496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11871 | PA      | $11679.26     | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7567904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2727 | PA      | $1659.79      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8162745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5990 | PA      | $5910.45      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6076 | PA      | $5640.40      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992277625.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.29        | 0.00%             | 2027-04-13      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11755185.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10779 | PA      | $10928.49     | 0.00%             | 2026-12-23      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1554.88      | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8604707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3226 | PA      | $3140.98      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7120315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $1.04         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187825531.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4404 | PA      | $4403.33      | 0.00%             | 2027-04-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8473436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $870.19       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11120 | PA      | $10389.52     | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9109594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15061 | PA      | $14447.47     | 0.01%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8462948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1641.77      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8301919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2635 | PA      | $2593.07      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8203860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $1374.69      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5283 | PA      | $5127.99      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18098 | PA      | $17371.78     | 0.01%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786994.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2307.86      | 0.00%             | 2027-03-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.08        | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6933378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1773 | PA      | $20.40        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992475729.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8305112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2618 | PA      | $2487.91      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11359 | PA      | $11220.69     | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7927972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $860.67       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8383021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36783 | PA      | $27400.58     | 0.01%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9217978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2985 | PA      | $2766.40      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2136 | PA      | $1403.77      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6395 | PA      | $5980.17      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8367866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10703 | PA      | $10582.81     | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3844 | PA      | $3713.64      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.69        | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7204916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $49.85        | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8034689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3881 | PA      | $3804.80      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7842506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $969.08       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2655219.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12066 | PA      | $8037.79      | 0.00%             | 2027-02-18      | Fixed         | 17.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8656737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $2421.03      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992464830.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7251367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $686.76       | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7031129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23073 | PA      | $256.78       | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9099846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4071 | PA      | $3782.05      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $1015.92      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $2501.06      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7886338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5114 | PA      | $4683.81      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2773545.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1107 | PA      | $1090.50      | 0.00%             | 2027-08-14      | Fixed         | 29.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1690.55      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9018203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $3769.53      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2112036.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $517.38       | 0.00%             | 2026-11-24      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2786 | PA      | $335.75       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2779 | PA      | $2676.26      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9246423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9160 | PA      | $8558.10      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9136822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7937 | PA      | $7433.84      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA                                                                                              | CUSIP: 31390HWR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6311 | PA      | $6333.02      | 0.00%             | 2032-06-01      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9239008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $4093.86      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $469.76       | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21816 | PA      | $20493.69     | 0.01%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1482 | PA      | $946.28       | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8897911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1899.10      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4296 | PA      | $4217.33      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $798.07       | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $3949.33      | 0.00%             | 2027-03-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789538.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4430 | PA      | $4364.65      | 0.00%             | 2026-01-14      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784962.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12217 | PA      | $11934.19     | 0.00%             | 2027-03-21      | Fixed         | 9.82%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12977040.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7617 | PA      | $7949.65      | 0.00%             | 2027-04-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27535 | PA      | $26338.07     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4940 | PA      | $3162.43      | 0.00%             | 2027-03-15      | Fixed         | 14.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8685570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $1395.41      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4887 | PA      | $3090.93      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8710424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6167 | PA      | $6082.65      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8182398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12582 | PA      | $12072.25     | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8055856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3826 | PA      | $3643.09      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2709.06      | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6817 | PA      | $6227.32      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026893.86   | 0.37%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                                         | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $734120.10    | 0.27%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $1419.63      | 0.00%             | 2027-03-14      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5379 | PA      | $4948.52      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8687028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7911 | PA      | $6950.88      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9053714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8925 | PA      | $8519.26      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6910812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5166 | PA      | $38.28        | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8849373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8915 | PA      | $8180.73      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2134.33      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2684.83      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4693 | PA      | $4330.71      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9016375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11254 | PA      | $10784.49     | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8328677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $1111.76      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7910464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15677 | PA      | $12833.99     | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2441362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2622 | PA      | $2573.40      | 0.00%             | 2027-06-21      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4044 | PA      | $3635.07      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9138948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3837 | PA      | $3500.94      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1709645.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14342 | PA      | $14206.29     | 0.01%             | 2027-03-23      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4679 | PA      | $4452.36      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8615533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5432 | PA      | $5263.51      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8993870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8530 | PA      | $8173.13      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6012911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $0.01         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8698352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $686.62       | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9540 | PA      | $9160.63      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9151414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17360 | PA      | $16257.07     | 0.01%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8025169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $1331.37      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| June Purchaser LLC                                                                    | June Purchaser LLC, First Lien, Initial CME Term Loan                                             | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419279 | PA      | $421488.45    | 0.15%             | 2031-11-28      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2109591.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10649 | PA      | $920.32       | 0.00%             | 2026-11-24      | Fixed         | 22.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662533.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19407 | PA      | $11105.80     | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11849 | PA      | $11436.64     | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5957 | PA      | $5734.60      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8025958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4268 | PA      | $1861.26      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8310986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3308 | PA      | $2937.74      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8713885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16792 | PA      | $16217.95     | 0.01%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9044325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7000 | PA      | $6581.98      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $2927.01      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9185643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12531 | PA      | $11502.57     | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8072298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3055 | PA      | $2772.24      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2270153.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1389.04      | 0.00%             | 2026-12-17      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3133 | PA      | $3028.22      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-09045394.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5602 | PA      | $5705.56      | 0.00%             | 2027-06-25      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Genesys Cloud Services, Inc.                                                          | Genesys Cloud Services, Inc., First Lien, 2025 Dollar CME Term Loan                               | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1296418 | PA      | $1297675.85   | 0.47%             | 2032-01-30      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7131 | PA      | $6903.32      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8835008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6248 | PA      | $6046.39      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2012 | PA      | $1833.63      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20910 | PA      | $20255.57     | 0.01%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6259 | PA      | $1095.13      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2594.79      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8688931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $5030.12      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8177961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2227 | PA      | $2056.87      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23332 | PA      | $22256.82     | 0.01%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2909526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $3695.34      | 0.00%             | 2027-09-15      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $194.68       | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7206 | PA      | $3831.87      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3994 | PA      | $2479.37      | 0.00%             | 2027-08-14      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788471.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1162 | PA      | $938.42       | 0.00%             | 2027-03-19      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8708525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $978.38       | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2927750.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4032 | PA      | $3941.61      | 0.00%             | 2027-09-11      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2924786.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $3152.20      | 0.00%             | 2027-04-11      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8272637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $29.00        | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8256829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1193.46      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10966 | PA      | $10256.95     | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8853160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40085 | PA      | $37745.13     | 0.01%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7447146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4266 | PA      | $1042.34      | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7984567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $140.69       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8362418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2078 | PA      | $1943.17      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4330 | PA      | $3893.35      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7651704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $1194.87      | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6495272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2996 | PA      | $1.38         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3434 | PA      | $3388.00      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3265.95      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7914780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $286.50       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12637418.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11342 | PA      | $11571.14     | 0.00%             | 2027-04-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8724768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8437 | PA      | $7762.81      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2268926.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11160 | PA      | $10963.41     | 0.00%             | 2026-12-17      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2405.56      | 0.00%             | 2026-06-04      | 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        |    138158 | PA      | $138560.63    | 0.05%             | 2031-07-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1163 | PA      | $1098.66      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6207882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $0.03         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3464 | PA      | $3181.20      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18587 | PA      | $16968.16     | 0.01%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8475042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3322 | PA      | $3273.27      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3440 | PA      | $3324.51      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6937107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2690 | PA      | $30.80        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13209 | PA      | $11277.86     | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9046061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11467 | PA      | $10847.82     | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1028.70      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216658.40    | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17888 | PA      | $17000.34     | 0.01%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9135485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9041 | PA      | $8476.96      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $3175.11      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8385980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $439.28       | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7871259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2063 | PA      | $1964.71      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8876 | PA      | $8729.32      | 0.00%             | 2027-03-14      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8725 | PA      | $8383.76      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                                      | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106122 | PA      | $106188.34    | 0.04%             | 2031-09-09      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9088529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24509 | PA      | $23463.30     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2212 | PA      | $2027.61      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7286 | PA      | $7037.40      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $4952.13      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187298854.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18674 | PA      | $15070.94     | 0.01%             | 2027-04-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $1494.87      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6584064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $228.81       | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2110925.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10399 | PA      | $10196.09     | 0.00%             | 2026-11-24      | Fixed         | 12.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8275109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1284.80      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17791 | PA      | $17342.75     | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785547.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4343 | PA      | $609.46       | 0.00%             | 2027-03-24      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2470384.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $1828.45      | 0.00%             | 2027-01-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8250683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13607 | PA      | $13422.94     | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7637405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $16.51        | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7316 | PA      | $6688.02      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6552179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $2.74         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2233679.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $2245.64      | 0.00%             | 2026-12-16      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52725 | PA      | $50726.87     | 0.02%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6770865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4212 | PA      | $13.12        | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8708807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41321 | PA      | $40303.91     | 0.01%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9126972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2906 | PA      | $2760.91      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2562 | PA      | $2336.03      | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2539.19      | 0.00%             | 2027-04-11      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992131355.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $10.82        | 0.00%             | 2025-10-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49766 | PA      | $47692.20     | 0.02%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9151276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $2094.80      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9094204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25844 | PA      | $24731.07     | 0.01%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6668063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $4.11         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8499776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1837.15      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1265.96      | 0.00%             | 2026-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                            | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615066.60    | 0.22%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9133569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3383 | PA      | $3113.32      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8078475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $254.60       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7926059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1976 | PA      | $1951.79      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8988549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22190 | PA      | $20739.20     | 0.01%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2016392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $231.47       | 0.00%             | 2027-04-10      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6155 | PA      | $6012.71      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8390289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19373 | PA      | $18619.60     | 0.01%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9238073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2641 | PA      | $2426.98      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9177659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3697 | PA      | $3361.76      | 0.00%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21231 | PA      | $19676.97     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471667.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3569 | PA      | $3512.65      | 0.00%             | 2027-01-20      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787329.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1421.43      | 0.00%             | 2027-03-14      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1647056.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $1993.41      | 0.00%             | 2026-10-29      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7375657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $29.81        | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701831.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3847 | PA      | $3821.79      | 0.00%             | 2027-01-13      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788530.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11181 | PA      | $11064.65     | 0.00%             | 2027-03-14      | Fixed         | 16.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $4428.97      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9037054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1330.42      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8412395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3115 | PA      | $2065.84      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6550386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3804 | PA      | $5.33         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7274 | PA      | $7014.77      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $736.36       | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4224 | PA      | $1109.55      | 0.00%             | 2026-12-17      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8675880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $190.46       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8338310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $962.51       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8393363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1164.57      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12841 | PA      | $11997.37     | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4754 | PA      | $4559.39      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8386063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5337 | PA      | $5213.53      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8735076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $888.95       | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7484 | PA      | $7239.60      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12232207.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7916 | PA      | $8195.90      | 0.00%             | 2027-03-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9157 | PA      | $8568.84      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12877 | PA      | $12060.85     | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7146 | PA      | $6945.04      | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8285029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $662.42       | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8692062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1221.68      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8389162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2750 | PA      | $2289.76      | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8123507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4914 | PA      | $4876.14      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8644240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2971 | PA      | $2880.25      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8353154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5102 | PA      | $4646.67      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1315.85      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2598 | PA      | $2371.61      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6736151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $244.81       | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9095510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1790.89      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                         | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183783.58    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9109567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1138.78      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4206 | PA      | $4006.84      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6709428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $42.00        | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3394 | PA      | $3301.80      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9730 | PA      | $9099.42      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6014890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9174 | PA      | $0.55         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8270716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $66.27        | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12890485.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6786 | PA      | $6992.60      | 0.00%             | 2027-04-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10377 | PA      | $9924.07      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8785078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4906 | PA      | $4611.64      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8058397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $1395.43      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7900212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $624.40       | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8735089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6208 | PA      | $4108.78      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8637824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2377.05      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1392.88      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787232.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1545.42      | 0.00%             | 2027-03-14      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Indicor LLC                                                                           | Indicor LLC, First Lien, Dollar CME Term Loan, D                                                  | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    579627 | PA      | $579192.03    | 0.21%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8309624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $2057.76      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13037 | PA      | $12662.37     | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3170 | PA      | $2991.80      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8393879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $345.15       | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8386006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $634.41       | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6750 | PA      | $6473.22      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11706 | PA      | $11199.71     | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    900000 | PA      | $833145.84    | 0.30%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784662.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2338.75      | 0.00%             | 2027-03-14      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1322.36      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2016861.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5911 | PA      | $5789.53      | 0.00%             | 2026-11-10      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7530 | PA      | $7154.20      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    772185 | PA      | $579092.42    | 0.21%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8684714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18055 | PA      | $16846.86     | 0.01%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Magnera Corp.                                                                         | Magnera Corp.                                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353856.16    | 0.13%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $3178.08      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5371 | PA      | $4594.97      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8991946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6296 | PA      | $6040.05      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8200175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14184 | PA      | $13805.81     | 0.01%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1742819.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5528 | PA      | $5453.87      | 0.00%             | 2027-04-19      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6867424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $496.89       | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6601 | PA      | $5474.95      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8355418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3656 | PA      | $3145.59      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7611385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $235.24       | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1464.99      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7214936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2339 | PA      | $498.64       | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8034529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1845 | PA      | $1810.94      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MIWD Holdco II LLC                                                                    | MIWD Holdco II LLC, First Lien, 2024 Incremental CME Term Loan                                    | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    103743 | PA      | $104096.28    | 0.04%             | 2031-03-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12413477.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5374 | PA      | $5538.38      | 0.00%             | 2027-04-10      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7901 | PA      | $7697.85      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                                       | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1139647.30   | 0.41%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1695235.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4612 | PA      | $4608.25      | 0.00%             | 2027-01-14      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6016148.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5838 | PA      | $0.33         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5400 | PA      | $3538.25      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13394495.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7041 | PA      | $4988.47      | 0.00%             | 2027-07-13      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8496313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3494 | PA      | $2611.65      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7901473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $696.52       | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8827387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5894 | PA      | $5742.46      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8827138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8740 | PA      | $8107.24      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2653299.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $1587.73      | 0.00%             | 2027-02-18      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6004440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6772432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $6.07         | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31150 | PA      | $30674.87     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8525902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $2321.28      | 0.00%             | 2026-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1290.03      | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785428.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $146.96       | 0.00%             | 2027-03-14      | Fixed         | 20.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9163154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28631 | PA      | $26532.60     | 0.01%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8474805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $2692.94      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8489804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2746 | PA      | $2672.24      | 0.00%             | 2026-06-13      | 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        |    245250 | PA      | $245433.94    | 0.09%             | 2030-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7942127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8564 | PA      | $221.53       | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8213456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $111.31       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc.                                                                             | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1262652.95   | 0.46%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5229 | PA      | $5047.41      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8961757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16196 | PA      | $15219.59     | 0.01%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8701858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $543.60       | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $179.19       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8683516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12968 | PA      | $12620.70     | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9247458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $2538.77      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8322538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1683 | PA      | $1225.05      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8954792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $2636.13      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10651 | PA      | $10191.61     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9234570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1023.27      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6874 | PA      | $6395.93      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9084167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57050 | PA      | $53700.56     | 0.02%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $2929.04      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4202 | PA      | $4101.39      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8665605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $718.53       | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8635687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3006 | PA      | $2923.99      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992335007.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9285 | PA      | $8877.61      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3397 | PA      | $3299.73      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14558687.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $323.67       | 0.00%             | 2035-07-07      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9149181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62418 | PA      | $57915.96     | 0.02%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8803601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19352 | PA      | $16440.04     | 0.01%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780043.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $325.45       | 0.00%             | 2027-03-14      | Fixed         | 27.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8773712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1345 | PA      | $1273.75      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $597.56       | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8338249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $1926.15      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782852.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $507.45       | 0.00%             | 2027-03-14      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9008828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7820 | PA      | $7337.40      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1164 | PA      | $1002.69      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8304434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2672.13      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1514 | PA      | $1392.68      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14444232.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5910 | PA      | $6074.42      | 0.00%             | 2027-05-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5971 | PA      | $5864.66      | 0.00%             | 2027-03-14      | Fixed         | 20.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8812357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $762.26       | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7490765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3521 | PA      | $2254.89      | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8888564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24126 | PA      | $23315.73     | 0.01%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9062028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12581 | PA      | $11106.55     | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9055123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4037 | PA      | $3882.39      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2476441.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $709.12       | 0.00%             | 2027-02-06      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2012751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4479 | PA      | $4394.78      | 0.00%             | 2026-11-10      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8698354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2450.10      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8673738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3999 | PA      | $3824.73      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9200198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10945 | PA      | $10198.83     | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14773 | PA      | $538.28       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9253489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57590 | PA      | $53143.80     | 0.02%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2260486.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6982 | PA      | $6875.38      | 0.00%             | 2026-12-17      | Fixed         | 30.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8291150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $1610.84      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $408.52       | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8093633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $784.69       | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1749460.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $3010.35      | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15037 | PA      | $14556.07     | 0.01%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $2304.66      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8549991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4159 | PA      | $3987.01      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9057169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1502.79      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9112602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10536 | PA      | $10066.29     | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9081776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25275 | PA      | $24070.10     | 0.01%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7987 | PA      | $6678.60      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $2000.54      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13323183.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18968 | PA      | $1991.09      | 0.00%             | 2027-05-11      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6706998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4568 | PA      | $11.06        | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5384 | PA      | $5281.06      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4103 | PA      | $3833.91      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7372484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5030 | PA      | $1853.17      | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2759 | PA      | $2521.03      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $37.05        | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8992093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10688 | PA      | $10063.74     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9123143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $1799.41      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1685577.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6824 | PA      | $7073.06      | 0.00%             | 2026-12-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8061233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2730 | PA      | $2455.29      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8114935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3564 | PA      | $46.63        | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4670 | PA      | $4305.65      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albion Financing 3 SARL                                                               | Albion Financing 3 SARL, First Lien, 2025 Amended USD CME Term Loan                               | CUSIP: 00847NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    140762 | PA      | $141158.09    | 0.05%             | 2029-08-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11035966.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3361 | PA      | $3484.69      | 0.00%             | 2026-12-13      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp., First Lien, New CME Term Loan                                                | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    491250 | PA      | $492274.26    | 0.18%             | 2028-09-29      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                               | Leeward Renewable Energy Operations LLC                                                           | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934345.83    | 0.34%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9061105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6951 | PA      | $6644.65      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $658661.76    | 0.24%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6726195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $2.26         | 0.00%             | 2034-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9084804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1505.70      | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8240279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $704.60       | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2748 | PA      | $2697.28      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8798977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9817 | PA      | $8979.27      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7296180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $270.62       | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13436993.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10992 | PA      | $11166.96     | 0.00%             | 2027-05-15      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40692 | PA      | $34935.29     | 0.01%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $1633.48      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30890 | PA      | $29778.12     | 0.01%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8232479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $2967.92      | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $656.41       | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9018951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1588.62      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789252.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10587 | PA      | $10433.48     | 0.00%             | 2027-03-14      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9279 | PA      | $8403.83      | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8127749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7593 | PA      | $7534.09      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4297 | PA      | $4225.81      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $541.24       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 3138WDKS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86578 | PA      | $82291.37     | 0.03%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8750091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5807 | PA      | $5735.36      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7701 | PA      | $7344.67      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | 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        |    266484 | PA      | $255324.51    | 0.09%             | 2028-10-16      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                         | Voya CLO Ltd., Series 2014-1A, Class CR2                                                          | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502393.23    | 0.18%             | 2031-04-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2477133.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4348 | PA      | $1145.53      | 0.00%             | 2027-01-21      | Fixed         | 28.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5479 | PA      | $5355.54      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8855791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1992 | PA      | $1823.71      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269403.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5063 | PA      | $4933.49      | 0.00%             | 2026-12-17      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9165610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5939 | PA      | $5367.19      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $626.09       | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9124156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4601 | PA      | $3783.27      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787335.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $75.67        | 0.00%             | 2027-08-14      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1838 | PA      | $1691.86      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3607 | PA      | $3446.28      | 0.00%             | 2026-05-09      | 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        |    438788 | PA      | $369048.81    | 0.13%             | 2030-08-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5721 | PA      | $5477.57      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8194783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $2903.16      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8535243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32266 | PA      | $30763.89     | 0.01%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9177910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31710 | PA      | $28998.10     | 0.01%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6481471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56731 | PA      | $14.00        | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle US CLO Ltd.                                                                   | Carlyle US CLO Ltd., Series 2017-2A, Class D1R2                                                   | CUSIP: 14315JBG3<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2021176.41   | 0.73%             | 2037-07-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8802620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43237 | PA      | $41653.59     | 0.02%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36213QXP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63140 | PA      | $65031.21     | 0.02%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $1742.69      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1755057.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24070 | PA      | $5158.72      | 0.00%             | 2027-04-08      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35004 | PA      | $30130.54     | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11924095.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4578 | PA      | $3362.28      | 0.00%             | 2027-05-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12845270.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17773 | PA      | $18599.58     | 0.01%             | 2027-04-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8454450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $906.00       | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8519518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5480 | PA      | $5243.50      | 0.00%             | 2026-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3416 | PA      | $3254.46      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $2168.30      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2768 | PA      | $2557.10      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $367.64       | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8909342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2774 | PA      | $2662.28      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9054150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1683 | PA      | $856.05       | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9043286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4631 | PA      | $4335.65      | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8703347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1425 | PA      | $1291.74      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8458275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $338.85       | 0.00%             | 2026-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8353078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2720 | PA      | $2654.77      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       756 | PA      | $781.61       | 0.00%             | 2030-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8878180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1653.98      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991985169.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2270716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2119.40      | 0.00%             | 2026-12-17      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17896 | PA      | $17331.43     | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8047480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1372.56      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3803 | PA      | $3475.32      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3419 | PA      | $3344.63      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8249817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9461 | PA      | $8320.37      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8908017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17694 | PA      | $17117.93     | 0.01%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9138777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17244 | PA      | $16037.39     | 0.01%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6632935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $2.54         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7273316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14525 | PA      | $206.64       | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $158.05       | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $646.69       | 0.00%             | 2027-03-14      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9066098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4361 | PA      | $4107.65      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3421 | PA      | $341.55       | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262151.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10672 | PA      | $596.38       | 0.00%             | 2026-12-16      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933915.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4068 | PA      | $3997.53      | 0.00%             | 2027-04-12      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5209 | PA      | $5109.18      | 0.00%             | 2027-03-14      | Fixed         | 14.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2479867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $996.44       | 0.00%             | 2027-01-21      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8239630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6715 | PA      | $6637.92      | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785081.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7113 | PA      | $6948.95      | 0.00%             | 2027-03-14      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6303731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $0.03         | 0.00%             | 2034-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7463365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $115.87       | 0.00%             | 2025-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DAB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3272 | PA      | $3381.26      | 0.00%             | 2029-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13435327.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11272 | PA      | $11487.12     | 0.00%             | 2027-05-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782730.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4669 | PA      | $4589.54      | 0.00%             | 2027-03-14      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5233 | PA      | $5001.34      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14724 | PA      | $14132.52     | 0.01%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $764.67       | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8511595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1400.92      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $3577.11      | 0.00%             | 2027-03-14      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                              | VICI Properties LP / VICI Note Co., Inc.                                                          | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $689527.62    | 0.25%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8351528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $491.85       | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2263216.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $369.78       | 0.00%             | 2026-12-16      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $721.21       | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co., First Lien, Initial CME Term Loan                         | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   1176000 | PA      | $1177564.08   | 0.43%             | 2027-04-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5110 | PA      | $3341.51      | 0.00%             | 2027-04-15      | Fixed         | 18.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7991206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       327 | PA      | $319.14       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2933047.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2532 | PA      | $2472.99      | 0.00%             | 2027-04-12      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3110 | PA      | $2956.19      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9186197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5326 | PA      | $4961.05      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4698 | PA      | $4282.93      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7788186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $576.34       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11694989.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3011 | PA      | $3031.76      | 0.00%             | 2026-04-12      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7601451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $570.67       | 0.00%             | 2025-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7117683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5322 | PA      | $45.92        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8424509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $1998.92      | 0.00%             | 2026-05-26      | 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        |   1189224 | PA      | $1126831.50   | 0.41%             | 2027-03-30      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11790 | PA      | $10926.03     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1344.70      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31412XKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99362 | PA      | $102280.76    | 0.04%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9102655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8539 | PA      | $8004.73      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11764476.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1913.10      | 0.00%             | 2026-02-05      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2015746.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $1271.47      | 0.00%             | 2026-11-10      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8077025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4579 | PA      | $2458.53      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8828135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2340 | PA      | $2087.63      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262271.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3710 | PA      | $3645.51      | 0.00%             | 2026-12-16      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $2430.99      | 0.00%             | 2027-04-11      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7334073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $253.15       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3524 | PA      | $3417.57      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187430105.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6390 | PA      | $6601.46      | 0.00%             | 2027-03-25      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780313.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20750 | PA      | $20329.55     | 0.01%             | 2027-03-14      | Fixed         | 11.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1499 | PA      | $1365.19      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8310385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46247 | PA      | $40159.46     | 0.01%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7299120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $755.67       | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13628585.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9926 | PA      | $10391.31     | 0.00%             | 2027-05-16      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187835579.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2866.47      | 0.00%             | 2027-07-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782914.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $2601.31      | 0.00%             | 2027-03-14      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14433 | PA      | $13343.86     | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12800786.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8617 | PA      | $8757.44      | 0.00%             | 2027-03-01      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788688.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4781 | PA      | $4687.95      | 0.00%             | 2027-03-14      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $1479.36      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6986183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1326 | PA      | $7.71         | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9050809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24692 | PA      | $22410.24     | 0.01%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                           | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    389000 | PA      | $384164.73    | 0.14%             | 2028-08-21      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8815 | PA      | $8601.29      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9027214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13574 | PA      | $13020.62     | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3464 | PA      | $3302.07      | 0.00%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6923080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5327 | PA      | $59.48        | 0.00%             | 2035-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8764323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8280 | PA      | $6655.58      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9112271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12993 | PA      | $12540.55     | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787448.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       691 | PA      | $681.46       | 0.00%             | 2027-03-14      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8385070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $619.01       | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781389.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8413 | PA      | $8244.00      | 0.00%             | 2027-03-14      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7700193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $140.13       | 0.00%             | 2025-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2270002.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1600.73      | 0.00%             | 2026-12-17      | Fixed         | 11.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934951.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $629.69       | 0.00%             | 2027-04-12      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8655321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14958 | PA      | $14636.86     | 0.01%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5870 | PA      | $5639.52      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992338159.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $0.00         | 0.00%             | 2030-04-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8119683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $364.64       | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9119107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7142 | PA      | $6737.56      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12796424.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6970 | PA      | $7266.19      | 0.00%             | 2027-04-10      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28239 | PA      | $26429.14     | 0.01%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8083380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1516.90      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $1157.32      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6765978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3559 | PA      | $12.98        | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9163504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14192 | PA      | $13011.56     | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9035669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24434 | PA      | $23472.59     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7988735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $482.93       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21552 | PA      | $20709.41     | 0.01%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7086320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $44.24        | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28045 | PA      | $26210.16     | 0.01%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928237.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19750 | PA      | $19348.15     | 0.01%             | 2027-04-11      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8137699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $16.85        | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8478326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4006 | PA      | $3903.47      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1509.11      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14367 | PA      | $14129.40     | 0.01%             | 2027-09-11      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8207104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $87.93        | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992088318.UG.FTS                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.01        | 0.00%             | 2026-06-01      | Fixed         | 0.17%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2110920.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5040 | PA      | $4967.53      | 0.00%             | 2026-11-24      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9045641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22930 | PA      | $21841.33     | 0.01%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1753656.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11351 | PA      | $11236.74     | 0.00%             | 2027-04-07      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10116903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7164 | PA      | $7252.74      | 0.00%             | 2026-08-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783270.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11450 | PA      | $7651.35      | 0.00%             | 2027-03-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928485.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2649 | PA      | $2604.56      | 0.00%             | 2027-04-11      | Fixed         | 27.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7993572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1347.10      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5655 | PA      | $5262.26      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782056.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4385 | PA      | $4336.20      | 0.00%             | 2027-08-14      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8737181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54295 | PA      | $48558.07     | 0.02%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2920414.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12470 | PA      | $12335.29     | 0.00%             | 2027-04-11      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8717490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $2801.82      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8365908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $672.79       | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8791083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14050 | PA      | $13548.94     | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992345562.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $2.19         | 0.00%             | 2030-04-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8147643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       933 | PA      | $925.38       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2961 | PA      | $2833.23      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783338.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7503 | PA      | $544.33       | 0.00%             | 2027-03-14      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1075.62      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187787243.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7940 | PA      | $8088.66      | 0.00%             | 2027-04-04      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7825444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $98.31        | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4500 | PA      | $4412.33      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7785232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $72.85        | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6111 | PA      | $5755.82      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3021 | PA      | $447.07       | 0.00%             | 2027-04-12      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2183 | PA      | $1102.38      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782598.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $2117.72      | 0.00%             | 2027-03-14      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2879 | PA      | $2593.69      | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9297 | PA      | $4302.80      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26148 | PA      | $23246.45     | 0.01%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -840962 | PA      | $-840962.14   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697206.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3777 | PA      | $2631.98      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1650971.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8943 | PA      | $8888.39      | 0.00%             | 2026-11-05      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8719664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2718 | PA      | $2626.98      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5100 | PA      | $4950.62      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8835284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7546 | PA      | $7061.27      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4459 | PA      | $4358.24      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8236625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $53.82        | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207361.00    | 0.08%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310737.57    | 0.11%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15523 | PA      | $14761.15     | 0.01%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7586080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6134 | PA      | $175.66       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2263757.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3254 | PA      | $3196.80      | 0.00%             | 2026-12-16      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6962386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $189.73       | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9215965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25147 | PA      | $22945.03     | 0.01%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992615020.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8434417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2257.31      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $640.27       | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10190160.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3630 | PA      | $3746.49      | 0.00%             | 2026-09-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14268521.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22391 | PA      | $22780.60     | 0.01%             | 2027-06-27      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2478384.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $808.14       | 0.00%             | 2027-01-21      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746741.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $653.81       | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2242546.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4575 | PA      | $4496.77      | 0.00%             | 2026-12-16      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8276175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $134.14       | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2017922.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5510 | PA      | $5399.26      | 0.00%             | 2026-11-10      | Fixed         | 16.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992304599.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.76        | 0.00%             | 2025-08-14      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2473331.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5608 | PA      | $5475.88      | 0.00%             | 2027-01-20      | Fixed         | 9.04%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1682.33      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7517983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $14.23        | 0.00%             | 2025-08-21      | 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        |    432611 | PA      | $434233.71    | 0.16%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $871.72       | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8495024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6691 | PA      | $6498.85      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8952011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16332 | PA      | $15651.06     | 0.01%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17452 | PA      | $2413.88      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $2857.79      | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7184507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $151.21       | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8817448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5618 | PA      | $5395.32      | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2015784.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $1014.18      | 0.00%             | 2026-11-10      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6962449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $56.31        | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $3753.04      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1898.05      | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266529.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3741 | PA      | $3674.44      | 0.00%             | 2027-10-16      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9239257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10113 | PA      | $9410.63      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8069191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $519.69       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8510619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $557.90       | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8877914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6574 | PA      | $6306.63      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6454476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $2.24         | 0.00%             | 2034-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13114 | PA      | $12205.14     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7959302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3486 | PA      | $763.39       | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6066 | PA      | $5613.42      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4750 | PA      | $4700.42      | 0.00%             | 2027-03-14      | Fixed         | 16.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12684 | PA      | $10712.26     | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8085028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9535 | PA      | $3998.42      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8561647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $657.94       | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1918 | PA      | $1880.12      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12795625.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8118 | PA      | $8261.73      | 0.00%             | 2027-03-29      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7811481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $1718.38      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752915.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11074 | PA      | $10924.92     | 0.00%             | 2027-04-12      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8466076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4595 | PA      | $4419.42      | 0.00%             | 2026-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1678714.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10679 | PA      | $11077.74     | 0.00%             | 2027-11-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12494 | PA      | $11762.28     | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $2005.67      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2264467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14317 | PA      | $9201.28      | 0.00%             | 2027-05-16      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18272 | PA      | $17041.50     | 0.01%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7814 | PA      | $7515.83      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $115.54       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2459372.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5224 | PA      | $5050.21      | 0.00%             | 2027-01-21      | Fixed         | 5.76%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781353.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13163 | PA      | $12863.53     | 0.00%             | 2027-03-14      | Fixed         | 10.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9028262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2006 | PA      | $1960.19      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $505085.60    | 0.18%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8694682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5441 | PA      | $4885.89      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3611 | PA      | $3465.61      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $927.43       | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8247785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50933 | PA      | $212.21       | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8669992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $476.15       | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8973 | PA      | $2287.89      | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6254832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2498 | PA      | $0.19         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3854 | PA      | $3556.05      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8977361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16422 | PA      | $15832.02     | 0.01%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7776805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5785 | PA      | $145.73       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8018766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15041 | PA      | $228.63       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3054 | PA      | $2692.01      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111433.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1936 | PA      | $1907.10      | 0.00%             | 2026-11-24      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1179.98      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7568007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $328.62       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5091 | PA      | $4987.01      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4421 | PA      | $4196.52      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8328595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $390.16       | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781968.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4814 | PA      | $4731.05      | 0.00%             | 2027-03-14      | Fixed         | 22.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1268 | PA      | $1209.52      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delta Topco, Inc.                                                                     | Delta Topco, Inc., First Lien, Fourth Amendment Refinancing CME Term Loan                         | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    446460 | PA      | $443787.93    | 0.16%             | 2029-11-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8276131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       965 | PA      | $849.50       | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5936 | PA      | $5673.70      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8376454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4187 | PA      | $4093.41      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15515 | PA      | $15053.80     | 0.01%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9186342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $5852.49      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8048746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2365 | PA      | $1331.07      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4720 | PA      | $4520.49      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16666 | PA      | $16139.15     | 0.01%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26486 | PA      | $26073.13     | 0.01%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7091881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25110 | PA      | $367.45       | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8634029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $872.45       | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10446 | PA      | $10297.62     | 0.00%             | 2027-08-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1636.57      | 0.00%             | 2027-04-12      | Fixed         | 25.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5396 | PA      | $5317.15      | 0.00%             | 2027-03-14      | Fixed         | 11.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7268 | PA      | $6854.77      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6217157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $0.05         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8676170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3360 | PA      | $3251.35      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9052543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4119 | PA      | $3946.05      | 0.00%             | 2026-11-06      | 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        |      1223 | PA      | $1030.34      | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2109723.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20781 | PA      | $20303.96     | 0.01%             | 2027-09-24      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8834987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $727.00       | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9195350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12688 | PA      | $11769.40     | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8260447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1380 | PA      | $9.54         | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8853822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12779 | PA      | $10696.38     | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8698119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8538 | PA      | $8304.74      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9004099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12370 | PA      | $11670.99     | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9006530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4873 | PA      | $4666.73      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8747688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6445 | PA      | $3768.59      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6395 | PA      | $5988.84      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5776 | PA      | $4418.25      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779778.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8086 | PA      | $2019.27      | 0.00%             | 2027-03-14      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $1815.70      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2655952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5114 | PA      | $5053.39      | 0.00%             | 2027-02-18      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $2294.41      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12857 | PA      | $12178.17     | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2994 | PA      | $2908.23      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7994012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $65.56        | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9137196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $680.61       | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $4450.30      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8349849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4296 | PA      | $4176.49      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fertitta Entertainment LLC                                                            | Fertitta Entertainment LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    662056 | PA      | $662082.68    | 0.24%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2480061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3871 | PA      | $3747.05      | 0.00%             | 2027-01-21      | Fixed         | 5.73%                 | No            |                  3 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513141.68    | 0.19%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4436 | PA      | $1071.07      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $1482.89      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3224 | PA      | $3044.05      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9226472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66660 | PA      | $62304.27     | 0.02%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8297551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3925 | PA      | $3734.03      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9103336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4172 | PA      | $3913.79      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2476870.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1376.92      | 0.00%             | 2027-01-21      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3684 | PA      | $3209.69      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9060471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6999 | PA      | $6649.87      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744574.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $475.93       | 0.00%             | 2027-07-21      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $545001.50    | 0.20%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7401793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $5.43         | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8005173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1446.42      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9074441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2126 | PA      | $1985.69      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8273886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $2169.50      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3643 | PA      | $3227.79      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7464300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $140.54       | 0.00%             | 2025-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneSky Flight LLC                                                                     | OneSky Flight LLC                                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260526.50    | 0.09%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp.                                              | Pebblebrook Hotel LP / PEB Finance Corp.                                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201211.60    | 0.07%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8172993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6292 | PA      | $5888.04      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9083721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42045 | PA      | $40016.72     | 0.01%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8883687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6958 | PA      | $6289.63      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9195731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $1874.06      | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8626303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2294 | PA      | $2243.99      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8552282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11195 | PA      | $10733.22     | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187581793.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6865 | PA      | $6933.27      | 0.00%             | 2027-03-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6193329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4275 | PA      | $0.00         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $976.80       | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1750600.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6932 | PA      | $7145.34      | 0.00%             | 2027-04-07      | Fixed         | 23.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9123875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4426 | PA      | $4160.19      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $308551.50    | 0.11%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9135431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5608 | PA      | $5253.88      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iliad Holding SASU                                                                    | Iliad Holding SASU                                                                                | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $948893.68    | 0.34%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4377 | PA      | $4310.83      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DFZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8620 | PA      | $9110.84      | 0.00%             | 2030-02-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930503.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2872 | PA      | $208.86       | 0.00%             | 2027-04-11      | Fixed         | 17.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2822 | PA      | $2640.50      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4562 | PA      | $4083.79      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8059296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1040.23      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7249505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4386 | PA      | $44.29        | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12652 | PA      | $11537.11     | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       697 | PA      | $637.88       | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -290710 | PA      | $-290710.05   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8878143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1786 | PA      | $1698.72      | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13900 | PA      | $13337.97     | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7287198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $388.70       | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9028348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3097 | PA      | $2904.95      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $2361.53      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476474.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460 | PA      | $104.79       | 0.00%             | 2027-01-21      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8781315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27847 | PA      | $26782.59     | 0.01%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15418 | PA      | $14941.38     | 0.01%             | 2027-03-14      | Fixed         | 6.14%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8556842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5523 | PA      | $5278.46      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9234584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31677 | PA      | $29354.11     | 0.01%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781674.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3361 | PA      | $3309.94      | 0.00%             | 2027-03-14      | Fixed         | 28.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2266895.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1683.98      | 0.00%             | 2026-12-16      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3292 | PA      | $3083.61      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Star Parent, Inc.                                                                     | Star Parent, Inc., First Lien, CME Term Loan                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    460833 | PA      | $456920.86    | 0.17%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33884 | PA      | $33087.41     | 0.01%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6705993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3907 | PA      | $7.36         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8910246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2148 | PA      | $2058.99      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8599193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6731 | PA      | $6544.89      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ensemble RCM LLC                                                                      | Ensemble RCM LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70410 | PA      | $70764.15     | 0.03%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9193526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2686 | PA      | $2501.79      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17960 | PA      | $17570.99     | 0.01%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8132 | PA      | $7859.06      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8857996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1681 | PA      | $1566.28      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8828222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26867 | PA      | $25644.28     | 0.01%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $2167.24      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $64.12        | 0.00%             | 2027-08-14      | Fixed         | 29.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2387 | PA      | $2290.59      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8523178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $877.50       | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $849.91       | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11447 | PA      | $10554.36     | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8520074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $953.66       | 0.00%             | 2026-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2264438.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $2020.30      | 0.00%             | 2026-12-16      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23287 | PA      | $22459.26     | 0.01%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $1878.74      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8020542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6528 | PA      | $5582.40      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8935582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $871.44       | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930781.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $710.29       | 0.00%             | 2027-04-11      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780571.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $28.57        | 0.00%             | 2035-03-14      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8704 | PA      | $8409.77      | 0.00%             | 2026-09-15      | None          | 0.00%                 | 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        |   1320055 | PA      | $1241538.51   | 0.45%             | 2028-03-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8840305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10268 | PA      | $9982.05      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991991251.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12735907.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21188 | PA      | $21504.19     | 0.01%             | 2027-04-11      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1739.77      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10623552.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9417 | PA      | $9701.58      | 0.00%             | 2026-11-09      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $1680.86      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9099300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4387 | PA      | $4113.82      | 0.00%             | 2026-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8694863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18739 | PA      | $18280.36     | 0.01%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8207123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $140.89       | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8230758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1053 | PA      | $949.25       | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8026293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2378.41      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3467 | PA      | $3149.09      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8234388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3745 | PA      | $3582.32      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9203063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21543 | PA      | $19629.67     | 0.01%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8257462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $970.49       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1852 | PA      | $1637.29      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9082495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10875 | PA      | $10507.81     | 0.00%             | 2026-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1762.53      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $2554.90      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6685 | PA      | $6145.90      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $1340.00      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8638894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2033 | PA      | $1988.00      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198060.06    | 0.07%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $596.74       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | 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        |    899545 | PA      | $903341.41    | 0.33%             | 2029-12-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8883302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $670.64       | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9109065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8839 | PA      | $8435.12      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1007983 | PA      | $958325.67    | 0.35%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8694296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4181 | PA      | $4045.53      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2268753.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2059 | PA      | $2035.30      | 0.00%             | 2026-12-17      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2576 | PA      | $2493.74      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5302 | PA      | $5124.23      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4036 | PA      | $3754.18      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784692.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $2993.12      | 0.00%             | 2027-03-14      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9091507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3021 | PA      | $2868.62      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3139 | PA      | $3039.83      | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3848 | PA      | $3674.00      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $638363.90    | 0.23%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8301181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1355.92      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9190788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $1151.22      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $1210.53      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5009 | PA      | $4788.07      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10823 | PA      | $10423.38     | 0.00%             | 2027-11-21      | Fixed         | 6.33%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1050 | PA      | $936.95       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7382112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5446 | PA      | $1383.87      | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7874480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $320.64       | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8311091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9941 | PA      | $9683.35      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2111859.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3300 | PA      | $3265.65      | 0.00%             | 2026-11-28      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992246618.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $51.28        | 0.00%             | 2026-03-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5778 | PA      | $5576.81      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7396669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4873 | PA      | $2251.20      | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12949437.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5213 | PA      | $5434.21      | 0.00%             | 2026-04-30      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9119400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59072 | PA      | $55536.51     | 0.02%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1208.01      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8931772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18518 | PA      | $17914.10     | 0.01%             | 2026-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9144169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7371 | PA      | $6807.04      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8098423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1918 | PA      | $1877.80      | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       692 | PA      | $679.30       | 0.00%             | 2026-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17257 | PA      | $16860.50     | 0.01%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $983.42       | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8766354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15046 | PA      | $14902.83     | 0.01%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8825 | PA      | $8256.33      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6512 | PA      | $6381.86      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8535200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1224.99      | 0.00%             | 2026-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $2972.45      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2031 | PA      | $1885.77      | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5442 | PA      | $4643.27      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9271 | PA      | $8675.38      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1722529.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11818 | PA      | $12108.50     | 0.00%             | 2027-03-12      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $1904.23      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934674.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3092 | PA      | $2996.64      | 0.00%             | 2027-04-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992430690.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $430.39       | 0.00%             | 2027-05-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12381 | PA      | $10227.91     | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24972 | PA      | $24421.46     | 0.01%             | 2027-08-14      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788888.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3287.47      | 0.00%             | 2027-03-14      | Fixed         | 6.14%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10561574.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9679 | PA      | $9808.73      | 0.00%             | 2026-11-02      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $572.51       | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6566308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $4.59         | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8042827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4998 | PA      | $4891.65      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8451879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2539 | PA      | $2494.34      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $6631.50      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8736721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4387 | PA      | $4019.56      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3810 | PA      | $3701.82      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7911086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11134 | PA      | $3786.89      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779673.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2950.38      | 0.00%             | 2027-03-14      | Fixed         | 19.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $979.04       | 0.00%             | 2029-03-14      | Fixed         | 25.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9240373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9683 | PA      | $9047.62      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4835 | PA      | $110.00       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12674361.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17385 | PA      | $5781.43      | 0.00%             | 2027-03-29      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8510404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $700.83       | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2927928.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $769.33       | 0.00%             | 2027-09-11      | Fixed         | 29.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9239598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5642 | PA      | $5144.88      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1743125.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9078 | PA      | $8983.09      | 0.00%             | 2027-04-06      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7352326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1807 | PA      | $218.89       | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $1883.80      | 0.00%             | 2026-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1420.23      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2263191.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1034.52      | 0.00%             | 2025-10-16      | Fixed         | 28.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8675118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7230 | PA      | $7073.74      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786071.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2722 | PA      | $2668.76      | 0.00%             | 2027-03-14      | Fixed         | 13.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9138735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3751 | PA      | $3471.35      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785846.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6727 | PA      | $6617.49      | 0.00%             | 2027-03-14      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9009834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4273 | PA      | $4098.60      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9036438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18630 | PA      | $17856.58     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934264.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3643 | PA      | $3600.12      | 0.00%             | 2027-09-12      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2269719.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $2674.48      | 0.00%             | 2026-12-17      | Fixed         | 7.26%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8462417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2961 | PA      | $2912.48      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7849196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       379 | PA      | $30.57        | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8392006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $17.94        | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7300 | PA      | $7165.07      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8514464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1706.49      | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                                | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $468330.72    | 0.17%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992022832.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-25      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9240141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13925 | PA      | $12896.90     | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8474869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10430 | PA      | $1185.49      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8427251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9243 | PA      | $9112.88      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6229176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $0.25         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6555 | PA      | $6248.66      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8512106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4338 | PA      | $4237.53      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8595818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2907 | PA      | $471.76       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8142147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3962 | PA      | $3202.95      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8631607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $4103.42      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $740942.30    | 0.27%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9072849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7659 | PA      | $7236.65      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8915304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29531 | PA      | $28399.24     | 0.01%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9064146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $3042.72      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4250 | PA      | $3881.29      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 20 Year                                                                                     | CUSIP: 31418MD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6797 | PA      | $6790.48      | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6569379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6083 | PA      | $15.56        | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8664006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4711 | PA      | $4479.79      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9218536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1095.41      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8847166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2813 | PA      | $2548.54      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7173420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4098 | PA      | $65.47        | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2652 | PA      | $2609.92      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929203.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10305 | PA      | $10127.86     | 0.00%             | 2027-04-11      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7745394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $327.94       | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1645 | PA      | $1506.72      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7648665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $36.73        | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $554.26       | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8806314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5324 | PA      | $3953.20      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CITGO Petroleum Corp.                                                                 | CITGO Petroleum Corp.                                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521324.50    | 0.19%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1207.66      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                    | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $765815.84    | 0.28%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8292280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5599 | PA      | $5503.20      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6718331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2957 | PA      | $175.20       | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9140421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10977 | PA      | $10205.60     | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8936 | PA      | $8058.29      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620501.40    | 0.23%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8933021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $3163.11      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| StoneX Group, Inc.                                                                    | StoneX Group, Inc.                                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524440.50    | 0.19%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8859182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3636 | PA      | $3497.29      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8703226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2482.92      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $485.02       | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8371496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2203 | PA      | $2049.87      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1114.90      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8308 | PA      | $8028.10      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656448.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2561.10      | 0.00%             | 2027-02-18      | Fixed         | 29.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2547.25      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8679954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8380 | PA      | $8207.59      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       448 | PA      | $435.80       | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $522.42       | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8704241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21877 | PA      | $21465.90     | 0.01%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9238272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22308 | PA      | $20366.88     | 0.01%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929039.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $1979.94      | 0.00%             | 2027-04-12      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8181805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3296 | PA      | $1344.60      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4165 | PA      | $4121.36      | 0.00%             | 2027-03-14      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3593 | PA      | $3500.99      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $3693.01      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7164056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $37.33        | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7557240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1899 | PA      | $1767.37      | 0.00%             | 2025-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1294.76      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8499247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $553.24       | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202CZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        76 | PA      | $76.51        | 0.00%             | 2028-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1536.43      | 0.00%             | 2027-02-18      | Fixed         | 21.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7529446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $56.77        | 0.00%             | 2025-08-23      | 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        |   1366796 | PA      | $1368859.49   | 0.50%             | 2029-01-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2731 | PA      | $2524.41      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8343577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18119 | PA      | $11656.12     | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7255280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2104 | PA      | $14.75        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5746 | PA      | $5256.99      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8309988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1838.01      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9182393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65076 | PA      | $60871.18     | 0.02%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $201.37       | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8671813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26486 | PA      | $25603.99     | 0.01%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6574 | PA      | $4224.62      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8275038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $458.26       | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2480886.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15737 | PA      | $3995.78      | 0.00%             | 2027-01-21      | Fixed         | 29.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9235 | PA      | $8711.51      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8173171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9578 | PA      | $124.11       | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1850 | PA      | $1796.65      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $511126.75    | 0.19%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9258352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2015.26      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2476814.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $1477.77      | 0.00%             | 2027-01-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7273451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $49.91        | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8007844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2161 | PA      | $932.82       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1691 | PA      | $1286.33      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6329 | PA      | $6067.54      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9052431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8552 | PA      | $8192.54      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8504451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $1121.14      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9157527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $1788.10      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8990517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15984 | PA      | $15173.21     | 0.01%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8346672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4695 | PA      | $3872.30      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8351268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9283 | PA      | $3735.69      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6981745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $4.20         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9016321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1567.24      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1217.50      | 0.00%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1566.50      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789358.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19231 | PA      | $18636.10     | 0.01%             | 2027-03-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782425.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $3093.25      | 0.00%             | 2027-03-14      | Fixed         | 11.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3318 | PA      | $2633.22      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6713 | PA      | $6432.76      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5929 | PA      | $5474.61      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8473230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3043 | PA      | $2539.22      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8986375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16942 | PA      | $16267.92     | 0.01%             | 2026-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $404.74       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9937 | PA      | $9302.25      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24024 | PA      | $25377.96     | 0.01%             | 2031-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7830760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6382 | PA      | $1017.45      | 0.00%             | 2025-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784726.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7664 | PA      | $7526.08      | 0.00%             | 2027-03-14      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992162625.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $2.89         | 0.00%             | 2025-11-19      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783359.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8067 | PA      | $7931.57      | 0.00%             | 2027-03-14      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8479076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10935 | PA      | $5645.10      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9245353.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1612.72      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6175 | PA      | $6112.19      | 0.00%             | 2027-03-14      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5591 | PA      | $5173.18      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8966630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $815.66       | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $486.02       | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9224600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9640 | PA      | $8796.51      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7980834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $540.24       | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                                    | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724656.10    | 0.26%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8329972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2314.69      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $535.08       | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781950.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4407 | PA      | $4349.57      | 0.00%             | 2027-08-14      | Fixed         | 28.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8435906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3825 | PA      | $3725.29      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12780048.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3573 | PA      | $3609.33      | 0.00%             | 2026-02-28      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $420.09       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8714584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1082.31      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6728878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $9.02         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9214159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6588 | PA      | $6136.29      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187353272.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11167 | PA      | $0.00         | 0.00%             | 2027-03-29      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $1973.51      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8703402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4762 | PA      | $4606.77      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1353.01      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8372923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $519.49       | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Queen MergerCo, Inc.                                                                  | Queen MergerCo, Inc., First Lien, CME Term Loan, B                                                | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35979 | PA      | $36269.36     | 0.01%             | 2032-04-30      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7446 | PA      | $7154.82      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2927955.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $53.18        | 0.00%             | 2027-04-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8318671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7569 | PA      | $5889.74      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $615.47       | 0.00%             | 2027-04-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Phoenix Newco, Inc.                                                                   | Phoenix Newco, Inc., First Lien, Sixth Amendment CME Term Loan                                    | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    257800 | PA      | $258162.70    | 0.09%             | 2028-11-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1741006.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3232 | PA      | $3297.11      | 0.00%             | 2027-03-23      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4262 | PA      | $4132.23      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4231 | PA      | $4152.86      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783670.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4162 | PA      | $4078.03      | 0.00%             | 2027-03-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9041665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10684 | PA      | $10225.87     | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20012 | PA      | $18235.72     | 0.01%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992217550.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $118.54       | 0.00%             | 2026-06-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8557950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $774.09       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9169657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27874 | PA      | $25535.27     | 0.01%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8398 | PA      | $7919.85      | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8954818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4152 | PA      | $3994.16      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8636838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54130 | PA      | $53011.08     | 0.02%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1723 | PA      | $1694.96      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12253162.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4130 | PA      | $4285.69      | 0.00%             | 2026-03-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9074982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8746 | PA      | $8299.67      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8060412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3000 | PA      | $2775.01      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6257645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $0.05         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8483503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1227.61      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7979582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $1573.11      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7821 | PA      | $7566.70      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8252661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $1584.09      | 0.00%             | 2026-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8263139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1265 | PA      | $743.91       | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1075 | PA      | $830.48       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7964521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1060.07      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8482 | PA      | $8282.76      | 0.00%             | 2027-04-11      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4850 | PA      | $256.90       | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12816 | PA      | $12229.11     | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780206.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4611 | PA      | $4532.52      | 0.00%             | 2027-03-14      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9041385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27458 | PA      | $25798.41     | 0.01%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11078 | PA      | $10405.33     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8020796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $534.64       | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8465216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9731 | PA      | $9509.80      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12800643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19449 | PA      | $20274.03     | 0.01%             | 2027-04-17      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8723939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8031 | PA      | $7728.28      | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5465 | PA      | $5018.92      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46095 | PA      | $42950.82     | 0.02%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7087146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5687 | PA      | $71.24        | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8959996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $388.28       | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8795707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4335 | PA      | $4224.98      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17726 | PA      | $17081.72     | 0.01%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930792.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $2150.14      | 0.00%             | 2027-04-11      | Fixed         | 12.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $325.49       | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7914903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1118 | PA      | $530.88       | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $3389.68      | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7712462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $1264.03      | 0.00%             | 2025-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8540630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1765 | PA      | $1734.68      | 0.00%             | 2026-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9041898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10648 | PA      | $10193.06     | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8328083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5715 | PA      | $4532.50      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21381 | PA      | $20200.62     | 0.01%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $1946.57      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8086633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $736.32       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6918477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       795 | PA      | $2.47         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2286.99      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $966677.34    | 0.35%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8250595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2060 | PA      | $2030.28      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9157026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10247 | PA      | $9484.12      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7823332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $220.45       | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4793 | PA      | $4638.49      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6627023.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9110 | PA      | $13.67        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1694 | PA      | $1669.19      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1041 | PA      | $961.66       | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788641.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5098 | PA      | $4976.24      | 0.00%             | 2027-08-18      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935839.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2416 | PA      | $2340.51      | 0.00%             | 2027-04-12      | Fixed         | 6.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8821240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1469.21      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8138282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43704 | PA      | $33973.77     | 0.01%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8940635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4287 | PA      | $4119.71      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9180604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4030 | PA      | $3706.26      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8591936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15979 | PA      | $15615.48     | 0.01%             | 2026-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8820753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1613 | PA      | $622.52       | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7622472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4558 | PA      | $1440.09      | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3600 | PA      | $3446.22      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8653123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $626.44       | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7617901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2981 | PA      | $62.79        | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266925.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12292 | PA      | $3060.54      | 0.00%             | 2027-05-16      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26795 | PA      | $24985.64     | 0.01%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15350 | PA      | $15027.54     | 0.01%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $2309.57      | 0.00%             | 2026-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1846.49      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2737 | PA      | $1798.14      | 0.00%             | 2027-03-22      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8384758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2190 | PA      | $2130.53      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12859987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6987 | PA      | $7200.97      | 0.00%             | 2026-04-26      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4277 | PA      | $3950.87      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3953 | PA      | $3799.05      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9035428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18765 | PA      | $18074.23     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8907952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $1743.58      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2685 | PA      | $822.43       | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2657539.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4328 | PA      | $4232.23      | 0.00%             | 2027-02-18      | Fixed         | 10.96%                | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    550000 | PA      | $519151.22    | 0.19%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6490032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $2.37         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1150555.92   | 0.42%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8877336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11102 | PA      | $10746.48     | 0.00%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8619694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17329 | PA      | $17082.31     | 0.01%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7517921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $250.66       | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1495.19      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Braskem Idesa SAPI                                                                    | Braskem Idesa SAPI                                                                                | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $208493.63    | 0.08%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2910 | PA      | $2495.94      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31401BN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31184 | PA      | $31962.32     | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8176 | PA      | $7637.45      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8338 | PA      | $7978.85      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1314.11      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9210573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1765.81      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $758.30       | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7500385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1977 | PA      | $382.60       | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992103503.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-06-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2657353.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6971 | PA      | $4525.85      | 0.00%             | 2027-02-18      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266619.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1637.31      | 0.00%             | 2026-12-16      | Fixed         | 27.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7575766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $592.61       | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9247508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22789 | PA      | $20981.08     | 0.01%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9019903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $1851.64      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $3892.68      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2578.04      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14133 | PA      | $13688.83     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5703 | PA      | $5329.51      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8324346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8894 | PA      | $8663.35      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2928215.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2573.89      | 0.00%             | 2027-04-15      | Fixed         | 17.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2472468.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2380 | PA      | $2330.86      | 0.00%             | 2027-01-20      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10671041.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2874 | PA      | $2918.05      | 0.00%             | 2025-11-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4363 | PA      | $3081.95      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1969 | PA      | $1906.44      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $4177.54      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7830557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $270.89       | 0.00%             | 2025-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6188827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       314 | PA      | $0.00         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8813216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4115 | PA      | $3985.96      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8397850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13240 | PA      | $13001.33     | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7768065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4079 | PA      | $3011.66      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1691244.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5933 | PA      | $3569.44      | 0.00%             | 2027-09-30      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7448609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $181.33       | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8009235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $1279.29      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $1009.40      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6487 | PA      | $6120.53      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2686.77      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2476569.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6434 | PA      | $6372.24      | 0.00%             | 2029-01-21      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7519489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3156 | PA      | $54.13        | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8454287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4022 | PA      | $3883.32      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9163028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3269.00      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2781.35      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2268700.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1789 | PA      | $1740.34      | 0.00%             | 2027-05-17      | Fixed         | 9.56%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $943.84       | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7564172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3515 | PA      | $774.36       | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9032474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14886 | PA      | $14192.15     | 0.01%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8990253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4586 | PA      | $4375.70      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9243739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $2043.78      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1720737.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1054.18      | 0.00%             | 2027-02-16      | Fixed         | 29.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15381 | PA      | $13623.17     | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $699.65       | 0.00%             | 2027-04-11      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6404711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $1.19         | 0.00%             | 2034-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8781935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $230.86       | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8365031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4451 | PA      | $3790.68      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8048279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9406 | PA      | $203.54       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8915288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $850.92       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8227363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1938.07      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782900.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4986 | PA      | $4888.46      | 0.00%             | 2027-03-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8259484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       264 | PA      | $256.99       | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8599234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42728 | PA      | $22533.15     | 0.01%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786161.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $3013.20      | 0.00%             | 2028-01-20      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1733816.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8709 | PA      | $8698.05      | 0.00%             | 2027-03-23      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6844837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5958 | PA      | $831.81       | 0.00%             | 2035-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8337918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17903 | PA      | $15092.89     | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8185183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1969 | PA      | $1928.05      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13431427.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4353 | PA      | $4532.51      | 0.00%             | 2027-05-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6686 | PA      | $6333.79      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7044180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $12.10        | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9170871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65633 | PA      | $61437.26     | 0.02%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7578388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $222.76       | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13410577.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7365 | PA      | $7672.13      | 0.00%             | 2027-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8747820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11014 | PA      | $10397.78     | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3273 | PA      | $3049.62      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8424330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5073 | PA      | $4370.58      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS AG LONDON                                                                         | UBS AG LONDON                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Short            | RA               | CORP              | US        |   -415530 | PA      | $-415530.11   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785189.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16984 | PA      | $16704.16     | 0.01%             | 2027-03-14      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8440815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7660 | PA      | $7443.38      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DSG Topco, Inc.                                                                       | DSG Topco, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1755 | NS      | $26325.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8415316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1668.53      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6815336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $3.45         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11305 | PA      | $10806.70     | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8458289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $1871.76      | 0.00%             | 2026-06-05      | 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        |    432770 | PA      | $377186.96    | 0.14%             | 2031-12-31      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2927893.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3236 | PA      | $3174.52      | 0.00%             | 2027-04-11      | Fixed         | 20.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $569.18       | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9223307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4383 | PA      | $3992.13      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13431225.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3478 | PA      | $3533.67      | 0.00%             | 2026-05-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12470 | PA      | $11646.01     | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8049012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3551 | PA      | $49.91        | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                       | Camelot Return Merger Sub, Inc.                                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $461490.00    | 0.17%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8209604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13496 | PA      | $12904.62     | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012119.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5024 | PA      | $4786.25      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7214825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6212 | PA      | $65.34        | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8794887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $558.20       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8378351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10878 | PA      | $10563.60     | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7755 | PA      | $7394.74      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consolidated Energy Finance SA                                                        | Consolidated Energy Finance SA                                                                    | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $517360.80    | 0.19%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3568 | PA      | $2902.33      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1605551.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3893 | PA      | $3955.22      | 0.00%             | 2026-08-16      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3110 | PA      | $2998.54      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7211 | PA      | $7037.95      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1797.54      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6964600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3817 | PA      | $24.91        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7459778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10884 | PA      | $3318.21      | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752903.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12485 | PA      | $12611.86     | 0.00%             | 2027-04-30      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8163716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1001.05      | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7733817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       141 | PA      | $98.21        | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9075228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3835 | PA      | $3710.75      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ConnectWise LLC                                                                       | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    262432 | PA      | $264099.77    | 0.10%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9179013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8368 | PA      | $7611.99      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7407678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $97.65        | 0.00%             | 2035-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11400 | PA      | $10440.93     | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4562 | PA      | $4436.33      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991996130.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8278424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7331 | PA      | $6573.37      | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9544 | PA      | $9384.32      | 0.00%             | 2027-03-14      | Fixed         | 21.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17708 | PA      | $16582.45     | 0.01%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8940025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2496 | PA      | $2304.64      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2787981.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $492.07       | 0.00%             | 2027-03-14      | Fixed         | 15.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12932 | PA      | $12470.22     | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7046389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $13.71        | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9046950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3401 | PA      | $3245.38      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7943724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $192.05       | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7551202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $1010.86      | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992078127.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-22      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6987073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $3.06         | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $2167.21      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30503 | PA      | $18273.63     | 0.01%             | 2027-08-14      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1720612.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $3589.68      | 0.00%             | 2026-09-16      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| RP Escrow Issuer LLC                                                                  | RP Escrow Issuer LLC, First Lien, CME Term Loan                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $496562.50    | 0.18%             | 2032-06-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9037086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17258 | PA      | $16501.36     | 0.01%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7882746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10532 | PA      | $3637.13      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785749.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6356 | PA      | $6229.71      | 0.00%             | 2027-03-14      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8416979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $833.04       | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780176.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19910 | PA      | $19449.10     | 0.01%             | 2027-03-14      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7768047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $144.50       | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $1943.42      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781941.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $941.66       | 0.00%             | 2027-03-28      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9091526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1491.84      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9066532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6544 | PA      | $6101.10      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8743812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       972 | PA      | $887.03       | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783224.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $982.79       | 0.00%             | 2027-03-14      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8328333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5423 | PA      | $5250.37      | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8481 | PA      | $8153.59      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8332292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6143 | PA      | $4289.66      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783530.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2819 | PA      | $205.37       | 0.00%             | 2027-03-14      | Fixed         | 19.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8437899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3347 | PA      | $3284.55      | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935106.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $864.58       | 0.00%             | 2027-04-12      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1128.98      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $561.53       | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8738248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2520 | PA      | $2463.69      | 0.00%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27822 | PA      | $26048.36     | 0.01%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8500859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5943 | PA      | $5840.65      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8238722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12358 | PA      | $12149.01     | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8828014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5997 | PA      | $4922.77      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ATS Corp.                                                                             | ATS Corp.                                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1244030.94   | 0.45%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2488 | PA      | $2276.73      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10752759.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3130 | PA      | $3188.67      | 0.00%             | 2025-10-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9074683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24570 | PA      | $23618.32     | 0.01%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12412862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5892 | PA      | $6154.00      | 0.00%             | 2027-05-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780799.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13455 | PA      | $13247.18     | 0.00%             | 2027-08-24      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6939442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $13.68        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8143370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7567 | PA      | $2920.38      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932900.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $163.17       | 0.00%             | 2027-04-12      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $1861.09      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8394048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5502 | PA      | $5395.48      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8862134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12050 | PA      | $11758.48     | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8248924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $1387.30      | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7875406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18592 | PA      | $8901.58      | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6467 | PA      | $1002.40      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8764309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $474.76       | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992141694.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8387711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $1053.29      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8995167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37424 | PA      | $35736.03     | 0.01%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8598454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2808 | PA      | $2604.33      | 0.00%             | 2026-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11101 | PA      | $10906.68     | 0.00%             | 2027-08-14      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2831 | PA      | $2666.58      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11656 | PA      | $11481.28     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9021066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17571 | PA      | $16942.14     | 0.01%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8394291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $965.68       | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7254942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $38.44        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1599 | PA      | $1525.75      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8710688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3488 | PA      | $3371.54      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4256 | PA      | $4050.65      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10941172.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $2783.50      | 0.00%             | 2025-12-14      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8602530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $90.74        | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7441666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4146 | PA      | $1415.77      | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1075 | PA      | $1065.43      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8666939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9063 | PA      | $5776.87      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8674871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1104.43      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17771 | PA      | $16915.36     | 0.01%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8249053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27763 | PA      | $20964.87     | 0.01%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primary Products Finance LLC                                                          | Primary Products Finance LLC, First Lien, 2024 Second Replacement CME Term Loan, B                | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364218 | PA      | $362890.81    | 0.13%             | 2029-04-02      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9193625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49930 | PA      | $46715.49     | 0.02%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30009 | PA      | $28583.15     | 0.01%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8901564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2941 | PA      | $2896.42      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9044881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5365 | PA      | $5155.73      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1948.89      | 0.00%             | 2027-04-12      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784591.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20034 | PA      | $19571.47     | 0.01%             | 2027-03-14      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283732.50    | 0.10%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8647093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8608 | PA      | $8291.27      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8639103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $185.32       | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     47000 | PA      | $47245.11     | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784473.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $0.00         | 0.00%             | 2027-03-14      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12883157.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4825 | PA      | $4905.21      | 0.00%             | 2027-04-17      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785064.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $54.70        | 0.00%             | 2027-03-14      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8643973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7622 | PA      | $7466.72      | 0.00%             | 2026-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5442 | PA      | $5023.66      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6343 | PA      | $6175.98      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2265 | PA      | $1983.48      | 0.00%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9061903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $4193.39      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1755429.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4296 | PA      | $4244.12      | 0.00%             | 2027-04-16      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11753872.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8576 | PA      | $8717.13      | 0.00%             | 2027-01-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8431771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3469.54      | 0.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8491451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5881 | PA      | $4397.01      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9016602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $2108.01      | 0.00%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713043.91    | 0.26%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1733702.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $1985.61      | 0.00%             | 2027-03-23      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7265503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $76.03        | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8746286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $1584.72      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7620074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $554.81       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9231199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11297 | PA      | $10559.54     | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8355919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67234 | PA      | $38629.28     | 0.01%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2935685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10194 | PA      | $9983.51      | 0.00%             | 2027-04-12      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8919027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3320 | PA      | $3109.90      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHG Healthcare Services, Inc.                                                         | CHG Healthcare Services, Inc., First Lien, Refinancing CME Term Loan                              | CUSIP: 12541HAW3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    560272 | PA      | $562846.32    | 0.20%             | 2028-09-29      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651829.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $583.26       | 0.00%             | 2026-11-08      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7573146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $663.56       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782891.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5170 | PA      | $3458.31      | 0.00%             | 2027-03-14      | Fixed         | 27.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2355 | PA      | $1943.39      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9064102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1345.24      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8510453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4818 | PA      | $4246.82      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11804818.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8185 | PA      | $8440.49      | 0.00%             | 2027-02-13      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7206980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13640 | PA      | $150.89       | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2657504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3200 | PA      | $3116.20      | 0.00%             | 2027-02-18      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8287706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1892.43      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13207096.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8275 | PA      | $8725.76      | 0.00%             | 2027-03-26      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8924731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14369 | PA      | $13374.12     | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7500335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $352.66       | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6490 | PA      | $6131.14      | 0.00%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8381739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5042 | PA      | $4153.68      | 0.00%             | 2026-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932728.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2382 | PA      | $2333.98      | 0.00%             | 2027-04-12      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6224 | PA      | $6148.84      | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | 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        |   1244803 | PA      | $1042584.49   | 0.38%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2474 | PA      | $2267.19      | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9459 | PA      | $9114.22      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2121 | PA      | $2055.89      | 0.00%             | 2027-03-14      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7607003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $42.03        | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6770294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $3.11         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789629.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2523 | PA      | $2480.16      | 0.00%             | 2027-03-14      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1340.97      | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                                      | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1493279.07   | 0.54%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                       | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    159925 | NS      | $5917.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8889437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2310 | PA      | $903.40       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3459 | PA      | $3267.68      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783455.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15965 | PA      | $15475.88     | 0.01%             | 2027-03-14      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3423 | PA      | $3193.19      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8980256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62195 | PA      | $56180.20     | 0.02%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2269656.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $744.32       | 0.00%             | 2026-12-17      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9071963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2071 | PA      | $1990.21      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imprivata, Inc.                                                                       | Imprivata, Inc., First Lien, 2024 Refinancing CME Term Loan                                       | CUSIP: 45323KAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    286517 | PA      | $288168.55    | 0.10%             | 2027-12-01      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1750621.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4987 | PA      | $5050.52      | 0.00%             | 2027-05-01      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8793999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $1345.86      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $1349.88      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8447540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $1733.51      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8275291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3202 | PA      | $3116.84      | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781808.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6346 | PA      | $6252.98      | 0.00%             | 2027-08-14      | Fixed         | 28.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8498690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $283.96       | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11823260.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1925.30      | 0.00%             | 2025-12-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4759 | PA      | $4518.50      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8663729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8847 | PA      | $8532.06      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7883766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4710 | PA      | $4639.90      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8686239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10614 | PA      | $6712.36      | 0.00%             | 2026-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1753815.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $13.21        | 0.00%             | 2035-04-07      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8150835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1296.62      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $1812.36      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1750213.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $306.64       | 0.00%             | 2027-04-06      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $434.23       | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7152426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $1305.88      | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7792 | PA      | $7253.57      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8637766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3900 | PA      | $3773.75      | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9161055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57687 | PA      | $53071.91     | 0.02%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8636500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7724 | PA      | $7514.04      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8499199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $813.66       | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6942041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $4.77         | 0.00%             | 2035-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2936086.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2498 | PA      | $2470.32      | 0.00%             | 2027-04-12      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8235789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2137 | PA      | $1705.05      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $382.17       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7251651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $703.19       | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16188 | PA      | $15884.59     | 0.01%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780447.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1743 | PA      | $1726.20      | 0.00%             | 2027-03-14      | Fixed         | 21.03%                | No            |                  3 | On Loan: No      |
| Beacon Mobility Corp.                                                                 | Beacon Mobility Corp.                                                                             | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $265673.63    | 0.10%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784421.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12383 | PA      | $1803.78      | 0.00%             | 2027-03-20      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9062289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3854 | PA      | $3515.42      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8553935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $1642.60      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7977713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3158 | PA      | $2900.24      | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783690.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5287 | PA      | $5201.91      | 0.00%             | 2027-03-14      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9217910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5394 | PA      | $4926.49      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $6085.77      | 0.00%             | 2027-03-14      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40773 | PA      | $39227.35     | 0.01%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $1700.64      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2263939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $1639.06      | 0.00%             | 2026-12-16      | Fixed         | 26.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7859113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11318 | PA      | $5264.51      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7174615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $36.39        | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5045 | PA      | $4957.56      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788878.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1836.58      | 0.00%             | 2027-08-14      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9137432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8925 | PA      | $8285.28      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8229319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $2495.38      | 0.00%             | 2026-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3449 | PA      | $3372.55      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2263771.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2850 | PA      | $2791.27      | 0.00%             | 2026-12-16      | Fixed         | 14.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6709178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $0.48         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8981634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $1593.72      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                         | Clearway Energy Operating LLC                                                                     | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359218.48    | 0.13%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9132418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6468 | PA      | $5998.55      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14338 | PA      | $13580.50     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1156 | PA      | $1105.90      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                                  | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $703778.63    | 0.26%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7213115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2962 | PA      | $720.34       | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2268352.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1368.84      | 0.00%             | 2026-12-17      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093029.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $701.16       | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2934482.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $4260.00      | 0.00%             | 2027-04-12      | Fixed         | 31.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1150.70      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3811 | PA      | $3647.38      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $192.01       | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ascensus Group Holdings, Inc.                                                         | Ascensus Group Holdings, Inc., First Lien, 2024 CME Term Loan, B                                  | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    802415 | PA      | $804922.76    | 0.29%             | 2028-08-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                                                                 | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                                         | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196990 | PA      | $193296.86    | 0.07%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8936052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3607.23      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6253221.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28281 | PA      | $0.46         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8224271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2444.77      | 0.00%             | 2026-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9198689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9161 | PA      | $8569.72      | 0.00%             | 2026-12-11      | None          | 0.00%                 | 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        |   1269916 | PA      | $1275916.05   | 0.46%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786728.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5109 | PA      | $764.32       | 0.00%             | 2027-03-14      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8865940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3431 | PA      | $3311.65      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9161505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21151 | PA      | $19559.45     | 0.01%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266459.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       519 | PA      | $510.63       | 0.00%             | 2026-12-16      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931261.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1889.82      | 0.00%             | 2027-04-11      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $702.00       | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187028667.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7385 | PA      | $7452.67      | 0.00%             | 2027-03-17      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13976 | PA      | $12184.65     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7837878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $766.32       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185682815.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6011 | PA      | $701.24       | 0.00%             | 2027-02-09      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8128195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $2816.84      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9051118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4832 | PA      | $4582.95      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1180.31      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8811742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $3293.84      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8985474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $2207.03      | 0.00%             | 2026-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26984 | PA      | $26245.03     | 0.01%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934307.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $810.72       | 0.00%             | 2027-04-12      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22389 | PA      | $17020.01     | 0.01%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14757 | PA      | $13441.64     | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9166416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3827 | PA      | $3537.55      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6255052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $0.08         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8776630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4923 | PA      | $4854.97      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18316 | PA      | $17683.89     | 0.01%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7244363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $54.88        | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8979042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $368.00       | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $1057.05      | 0.00%             | 2027-03-14      | Fixed         | 31.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1688234.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1907.83      | 0.00%             | 2027-01-12      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4850 | PA      | $4583.71      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740148.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6866 | PA      | $7001.07      | 0.00%             | 2027-03-22      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8306357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3457 | PA      | $3360.94      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.82         | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8978280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3014 | PA      | $2720.06      | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8350773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1463.84      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492172.83    | 0.18%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781348.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6557 | PA      | $6426.37      | 0.00%             | 2027-03-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781760.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $480.44       | 0.00%             | 2025-08-14      | Fixed         | 22.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4934 | PA      | $4479.20      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1702224.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7560 | PA      | $7482.43      | 0.00%             | 2027-01-31      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2480795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1297.12      | 0.00%             | 2027-01-21      | Fixed         | 27.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7767072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $113.91       | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2016668.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $3010.98      | 0.00%             | 2026-11-10      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784433.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3130 | PA      | $3099.10      | 0.00%             | 2027-03-14      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8545658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $517.87       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8788129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $2081.66      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9062177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6582 | PA      | $6295.69      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6207918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14807 | PA      | $0.00         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $252.20       | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12889924.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6234 | PA      | $6469.10      | 0.00%             | 2026-04-03      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2473476.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2512 | PA      | $2461.52      | 0.00%             | 2027-01-20      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5262 | PA      | $1386.77      | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9080832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5180 | PA      | $4851.05      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Epicor Software Corp.                                                                 | Epicor Software Corp., First Lien, CME Term Loan, E                                               | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1242391 | PA      | $1246950.94   | 0.45%             | 2031-05-30      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3983 | PA      | $3896.04      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9125324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34007 | PA      | $32502.80     | 0.01%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7862669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1241.06      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2479731.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9749 | PA      | $701.45       | 0.00%             | 2027-07-06      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7388297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5298 | PA      | $2297.79      | 0.00%             | 2035-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789624.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7351 | PA      | $7277.01      | 0.00%             | 2027-03-14      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7944960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $884.81       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781656.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2614 | PA      | $2570.82      | 0.00%             | 2027-03-14      | Fixed         | 22.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2310 | PA      | $2225.38      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780910.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3600 | PA      | $3541.57      | 0.00%             | 2027-03-14      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1442.26      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2408 | PA      | $1909.29      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9227390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33722 | PA      | $31262.21     | 0.01%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2270069.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $301.59       | 0.00%             | 2027-06-01      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3763 | PA      | $3680.51      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| National Mentor Holdings, Inc.                                                        | National Mentor Holdings, Inc., First Lien, Initial CME Term Loan, C                              | CUSIP: 63689EAT2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48018 | PA      | $46517.45     | 0.02%             | 2028-03-02      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9103411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2263 | PA      | $2167.65      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1600629.00   | 0.58%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8717411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1749 | PA      | $1254.09      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8748544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5367 | PA      | $3612.82      | 0.00%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14385374.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3040 | PA      | $3103.79      | 0.00%             | 2026-05-03      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6423457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $0.56         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784336.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5834 | PA      | $5735.06      | 0.00%             | 2027-03-14      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8954034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14503 | PA      | $13936.52     | 0.01%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8295160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4287 | PA      | $4141.83      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12119732.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5267 | PA      | $5534.94      | 0.00%             | 2027-04-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9137673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1165 | PA      | $1064.18      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8967150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6895 | PA      | $6606.51      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13430567.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8274 | PA      | $8546.34      | 0.00%             | 2027-05-14      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9176370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29301 | PA      | $27201.42     | 0.01%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9162205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5765 | PA      | $5374.95      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1741 | PA      | $1673.63      | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1630147.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9252 | PA      | $9215.21      | 0.00%             | 2027-03-31      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2018362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1203 | PA      | $1180.23      | 0.00%             | 2026-11-10      | Fixed         | 20.61%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1680745.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4309 | PA      | $4311.99      | 0.00%             | 2026-12-17      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2480576.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8937 | PA      | $8748.96      | 0.00%             | 2027-01-21      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7992014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5321 | PA      | $104.86       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8705759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56496 | PA      | $55006.71     | 0.02%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8692936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14165 | PA      | $13871.60     | 0.01%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7550899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $40.58        | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8854705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30548 | PA      | $29503.53     | 0.01%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    600000 | PA      | $611941.20    | 0.22%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929129.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8547 | PA      | $8402.81      | 0.00%             | 2027-04-11      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783282.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $769.99       | 0.00%             | 2027-03-14      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9126631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10569 | PA      | $9973.84      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6727203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $2.92         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111001.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $814.43       | 0.00%             | 2026-11-24      | Fixed         | 22.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991864614.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7154592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $183.75       | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8992361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1005.18      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6599 | PA      | $6354.37      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9231112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $2525.14      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2267252.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $191.39       | 0.00%             | 2026-12-17      | Fixed         | 9.41%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185704535.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10008 | PA      | $0.00         | 0.00%             | 2035-02-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8466668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1282.83      | 0.00%             | 2026-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8898504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2948 | PA      | $2771.83      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                                   | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616125.00    | 0.22%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992019910.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7409564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $1017.66      | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9012957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31698 | PA      | $29498.92     | 0.01%             | 2026-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8366261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2212 | PA      | $2165.59      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $2356.32      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $3032.97      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8970649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $966.36       | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9160592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7389 | PA      | $6919.11      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8504993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4520 | PA      | $4417.65      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8925345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3617 | PA      | $3476.67      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6539774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7745 | PA      | $9.25         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8734081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7758 | PA      | $6871.45      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992092299.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $19.50        | 0.00%             | 2030-03-20      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43896 | PA      | $42542.93     | 0.02%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2779917.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4573 | PA      | $4483.46      | 0.00%             | 2027-03-14      | Fixed         | 14.65%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                           | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1085259 | PA      | $1009713.74   | 0.37%             | 2029-01-19      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9090227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $1458.41      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13014947.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3622 | PA      | $3676.08      | 0.00%             | 2026-04-23      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28223 | PA      | $26033.05     | 0.01%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13430 | PA      | $12870.92     | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9212375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13357 | PA      | $12381.63     | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8878197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49966 | PA      | $47653.55     | 0.02%             | 2026-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8887086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2827 | PA      | $2580.59      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9159405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3802 | PA      | $3421.89      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2267371.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $546.75       | 0.00%             | 2026-12-17      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $1423.30      | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8353040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3216 | PA      | $2531.10      | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6254961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5460 | PA      | $0.00         | 0.00%             | 2034-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9024352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1371.87      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8232780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17765 | PA      | $17519.90     | 0.01%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932805.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5181 | PA      | $5034.72      | 0.00%             | 2027-04-12      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8348351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3295 | PA      | $3254.55      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8976 | PA      | $7953.76      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1329.40      | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8944457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32532 | PA      | $30359.78     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7988493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1524 | PA      | $28.13        | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8928895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $924.55       | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8754762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32675 | PA      | $31721.55     | 0.01%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6416 | PA      | $6311.62      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8492250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6197 | PA      | $5780.02      | 0.00%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $1203.88      | 0.00%             | 2027-04-08      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7529 | PA      | $7321.74      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9250535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21082 | PA      | $19601.11     | 0.01%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5627 | PA      | $5449.38      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929578.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12380 | PA      | $909.90       | 0.00%             | 2027-04-11      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6149304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $0.00         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6962136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1990 | PA      | $25.00        | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8937263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6230 | PA      | $5889.53      | 0.00%             | 2026-10-08      | 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        |  12422766 | NS      | $12422765.61  | 4.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2268043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21302 | PA      | $20931.18     | 0.01%             | 2026-12-17      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8719731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11621 | PA      | $11405.70     | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266749.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $596.65       | 0.00%             | 2026-12-17      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9162355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12649 | PA      | $11515.00     | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20453 | PA      | $19210.90     | 0.01%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8228435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5768 | PA      | $5591.55      | 0.00%             | 2026-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64635 | PA      | $63086.65     | 0.02%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5996474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17016 | PA      | $0.04         | 0.00%             | 2034-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1200688.45   | 0.44%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6131519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3698 | PA      | $3598.42      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8187727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9229 | PA      | $8943.68      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7541290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $7.30         | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7784057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $469.27       | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780613.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3292 | PA      | $3239.08      | 0.00%             | 2027-03-14      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928275.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3040 | PA      | $375.39       | 0.00%             | 2029-09-11      | Fixed         | 26.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7687 | PA      | $7275.96      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744553.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $4433.31      | 0.00%             | 2027-04-07      | Fixed         | 14.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8678470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14469 | PA      | $13896.85     | 0.01%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2827 | PA      | $2613.46      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5206 | PA      | $3265.29      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7509672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $60.78        | 0.00%             | 2025-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8215088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2681 | PA      | $1722.11      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8514420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $828.22       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rocket Cos., Inc.                                                                     | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $409780.21    | 0.15%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390119.32    | 0.14%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1685961.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6012 | PA      | $6109.03      | 0.00%             | 2026-12-15      | Fixed         | 18.48%                | No            |                  3 | 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        |    580420 | PA      | $581691.43    | 0.21%             | 2028-03-06      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8829516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50094 | PA      | $47927.67     | 0.02%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8096997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $40.54        | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2415 | PA      | $2312.11      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9053207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5421 | PA      | $5207.02      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8345124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $2362.30      | 0.00%             | 2026-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23501 | PA      | $22463.65     | 0.01%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8614783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37177 | PA      | $35492.23     | 0.01%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8762631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1248.43      | 0.00%             | 2026-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8174309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1739.98      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9160825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2536.51      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780382.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2465 | PA      | $2407.73      | 0.00%             | 2027-08-14      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2761321.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $1264.66      | 0.00%             | 2027-03-14      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8450698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1197.28      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783122.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1618.47      | 0.00%             | 2027-03-14      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8677079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6371 | PA      | $6126.70      | 0.00%             | 2026-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8819233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $481.20       | 0.00%             | 2026-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31663 | PA      | $30797.70     | 0.01%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779862.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $450.11       | 0.00%             | 2027-03-14      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3447 | PA      | $3300.66      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8340885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $1352.06      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8534494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27124 | PA      | $26733.37     | 0.01%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042171.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $6284.69      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8466889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1599 | PA      | $1580.96      | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2270705.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3603.62      | 0.00%             | 2026-12-17      | Fixed         | 12.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9047177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38564 | PA      | $36636.63     | 0.01%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3355 | PA      | $3150.43      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5685 | PA      | $5156.52      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7945393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $548.30       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14702 | PA      | $9122.24      | 0.00%             | 2027-08-14      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785483.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12134 | PA      | $11932.88     | 0.00%             | 2027-03-14      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6741 | PA      | $5813.59      | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10561160.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1510 | PA      | $1532.10      | 0.00%             | 2025-09-13      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8750220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30492 | PA      | $29553.87     | 0.01%             | 2026-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9075496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27940 | PA      | $26267.65     | 0.01%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11713 | PA      | $11362.09     | 0.00%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8103124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4427 | PA      | $2614.82      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9186531.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7114 | PA      | $6584.06      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187235906.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12847 | PA      | $12792.76     | 0.00%             | 2027-03-20      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2652957.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $458.01       | 0.00%             | 2027-02-18      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13441691.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5857 | PA      | $6059.86      | 0.00%             | 2026-05-14      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2470272.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4122 | PA      | $4039.00      | 0.00%             | 2029-01-20      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8732750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $821.59       | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2267969.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1898.84      | 0.00%             | 2026-12-17      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9144384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5134 | PA      | $4750.48      | 0.00%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ascend Learning LLC                                                                   | Ascend Learning LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475610 | PA      | $476078.24    | 0.17%             | 2028-12-11      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6046 | PA      | $2526.42      | 0.00%             | 2027-09-11      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4034.79      | 0.00%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780429.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $2651.03      | 0.00%             | 2027-03-14      | Fixed         | 12.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12190 | PA      | $11422.91     | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780470.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2438 | PA      | $2396.25      | 0.00%             | 2027-03-14      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8485536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $1236.37      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8451646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1375 | PA      | $1339.52      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789155.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9950 | PA      | $9719.98      | 0.00%             | 2027-03-14      | Fixed         | 8.26%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8457662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3523 | PA      | $676.51       | 0.00%             | 2026-06-05      | 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: N/A                        | Long             | LON              | CORP              | US        |    453564 | PA      | $454838.23    | 0.17%             | 2031-11-17      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7840053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $372.37       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $1037.25      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13658270.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13922 | PA      | $14122.61     | 0.01%             | 2027-05-12      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $514539.50    | 0.19%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8059274.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $222.62       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7741215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3427 | PA      | $67.44        | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $3206.72      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2307.35      | 0.00%             | 2027-03-14      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8720915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16116 | PA      | $15571.53     | 0.01%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9054596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30376 | PA      | $29115.29     | 0.01%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31418MKZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80633 | PA      | $81775.21     | 0.03%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992015322.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783287.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2612 | PA      | $2573.94      | 0.00%             | 2027-03-14      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12883181.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13671 | PA      | $13896.63     | 0.01%             | 2027-02-28      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8697448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $2948.26      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34018 | PA      | $32624.36     | 0.01%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8999176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14393 | PA      | $13813.02     | 0.01%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8988904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12917 | PA      | $12373.79     | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6224 | PA      | $6030.85      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8866443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16399 | PA      | $15863.74     | 0.01%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8092015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $266.85       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8365144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $4064.20      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $563.91       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6958893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $40.16        | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14578061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18205 | PA      | $18507.01     | 0.01%             | 2027-06-26      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2278 | PA      | $297.77       | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8184756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $967.17       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9161006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1817.53      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8241185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $695.65       | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11694 | PA      | $11410.60     | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2923 | PA      | $2795.83      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8617544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34510 | PA      | $31646.20     | 0.01%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6150 | PA      | $6029.53      | 0.00%             | 2027-03-14      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                            | Zelis Payments Buyer, Inc., First Lien, Amendment No. 5 CME Term Loan                             | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    468624 | PA      | $466768.41    | 0.17%             | 2031-11-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932935.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8208 | PA      | $7951.49      | 0.00%             | 2027-04-15      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928415.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14449 | PA      | $14109.24     | 0.01%             | 2027-04-11      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $461.56       | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8451698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3806 | PA      | $3498.60      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781134.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2575 | PA      | $2533.25      | 0.00%             | 2027-03-14      | Fixed         | 26.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2480948.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10035 | PA      | $9815.96      | 0.00%             | 2027-02-05      | Fixed         | 11.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3595 | PA      | $3438.35      | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8042594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $621.63       | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5417 | PA      | $5124.73      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2777367.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4262 | PA      | $4191.30      | 0.00%             | 2027-03-14      | Fixed         | 23.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $598.19       | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779683.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25313 | PA      | $25031.09     | 0.01%             | 2028-01-16      | Fixed         | 24.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6815365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4873 | PA      | $43.34        | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8470076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3293 | PA      | $1029.68      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8931061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12626 | PA      | $11927.94     | 0.00%             | 2026-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8605021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49561 | PA      | $46390.05     | 0.02%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2478172.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $1511.14      | 0.00%             | 2027-01-21      | Fixed         | 9.55%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8432926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3374 | PA      | $2837.30      | 0.00%             | 2026-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8555106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44035 | PA      | $37709.20     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8136019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $965.66       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6573435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $0.00         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49717 | PA      | $46460.69     | 0.02%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8370251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1164.88      | 0.00%             | 2026-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785996.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $2501.45      | 0.00%             | 2027-03-14      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2931871.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12392 | PA      | $5300.28      | 0.00%             | 2028-02-11      | Fixed         | 28.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8095236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1100.14      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8244939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6187 | PA      | $5915.48      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2782332.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $670.93       | 0.00%             | 2027-03-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9137217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9197 | PA      | $8615.65      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3833 | PA      | $3536.17      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8964388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5522 | PA      | $5307.57      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6320015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $0.00         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8844687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9236 | PA      | $8916.27      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9245767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19981 | PA      | $18586.09     | 0.01%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11810505.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14529 | PA      | $15376.54     | 0.01%             | 2027-06-30      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                       | Transocean Titan Financing Ltd.                                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     90476 | PA      | $91969.71     | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7339691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $132.97       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9222464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10130 | PA      | $9469.80      | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2523 | PA      | $2496.51      | 0.00%             | 2027-03-14      | Fixed         | 15.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8921581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6914 | PA      | $6647.45      | 0.00%             | 2026-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2935078.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1482 | PA      | $1452.24      | 0.00%             | 2027-04-12      | Fixed         | 14.10%                | No            |                  3 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                          | Deerfield Dakota Holding LLC, First Lien, Initial Dollar CME Term Loan                            | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    559094 | PA      | $544574.24    | 0.20%             | 2027-04-09      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8087986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $52.87        | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LifePoint Health, Inc.                                                                | LifePoint Health, Inc., First Lien, 2024-2 Refinancing CME Term Loan                              | CUSIP: 75915TAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    399861 | PA      | $394399.05    | 0.14%             | 2031-05-19      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6642443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $2.83         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11226 | PA      | $3930.59      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $518.83       | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187037217.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3544 | PA      | $3527.92      | 0.00%             | 2027-03-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8495997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $976.23       | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boxer Parent Co., Inc.                                                                | Boxer Parent Co., Inc., First Lien, 2031 Replacement Dollar CME Term Loan                         | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $992447.66    | 0.36%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9091714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20916 | PA      | $19995.58     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8479502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21735 | PA      | $21215.05     | 0.01%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2270631.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6278 | PA      | $952.12       | 0.00%             | 2026-12-17      | Fixed         | 21.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7463702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $725.29       | 0.00%             | 2025-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2656610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6352 | PA      | $6219.33      | 0.00%             | 2027-02-18      | Fixed         | 15.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931522.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9874 | PA      | $0.00         | 0.00%             | 2027-09-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789041.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2631 | PA      | $2589.46      | 0.00%             | 2027-03-14      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932165.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8142 | PA      | $7886.12      | 0.00%             | 2027-04-11      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9249089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $1028.36      | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6741238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $1.95         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9120449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9267 | PA      | $8275.67      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8230464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       421 | PA      | $411.07       | 0.00%             | 2026-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1596.57      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7771253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1019.88      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8292550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4420 | PA      | $4304.27      | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9062565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35321 | PA      | $33500.23     | 0.01%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3183 | PA      | $103.81       | 0.00%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3202 | PA      | $3101.06      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7702418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3384 | PA      | $1722.61      | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7321205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       463 | PA      | $3.80         | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8965252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10654 | PA      | $8949.35      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                                        | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429368.00    | 0.16%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8021897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3724 | PA      | $1625.30      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8122896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5715 | PA      | $5589.37      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47822.89     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8468179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1564.60      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788584.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7417 | PA      | $7300.13      | 0.00%             | 2027-08-16      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| ZF North America Capital, Inc.                                                        | ZF North America Capital, Inc.                                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480784.38    | 0.17%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7891 | PA      | $7581.67      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7212464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $40.05        | 0.00%             | 2035-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31288HBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7339 | PA      | $7525.88      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                                         | Enerflex Ltd.                                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $165545.60    | 0.06%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9033616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $953.22       | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8347238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3179 | PA      | $2561.64      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8760081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3586 | PA      | $3429.21      | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2476700.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1431 | PA      | $240.54       | 0.00%             | 2027-11-21      | Fixed         | 8.05%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8340603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1479.82      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2934761.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3398 | PA      | $3340.87      | 0.00%             | 2027-04-12      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12795850.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2411 | PA      | $2429.84      | 0.00%             | 2026-12-10      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789352.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5319 | PA      | $5209.74      | 0.00%             | 2027-03-14      | Fixed         | 10.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8711222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3244 | PA      | $2727.96      | 0.00%             | 2026-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8971556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1796 | PA      | $1706.11      | 0.00%             | 2026-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9199431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42855 | PA      | $40105.69     | 0.01%             | 2026-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928632.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4252 | PA      | $4118.67      | 0.00%             | 2027-04-11      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8795908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2324.42      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785508.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1372.36      | 0.00%             | 2027-03-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9000364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29692 | PA      | $28687.88     | 0.01%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992368806.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-20      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3051 | PA      | $2775.50      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12847750.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12301 | PA      | $12492.94     | 0.00%             | 2027-04-15      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8703138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6601 | PA      | $6417.12      | 0.00%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6999790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11205 | PA      | $1281.37      | 0.00%             | 2035-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8608563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32984 | PA      | $31518.87     | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785265.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1796.65      | 0.00%             | 2027-03-14      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2788795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $4504.60      | 0.00%             | 2027-03-14      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7047312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1694 | PA      | $24.62        | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8955572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3807 | PA      | $3690.43      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784177.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3317 | PA      | $3276.98      | 0.00%             | 2027-08-14      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8811272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4248 | PA      | $4157.07      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2475358.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4039 | PA      | $3958.00      | 0.00%             | 2029-01-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8654141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5469 | PA      | $5322.53      | 0.00%             | 2026-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7552708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $326.56       | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9175225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25361 | PA      | $23737.16     | 0.01%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2127.11      | 0.00%             | 2027-03-14      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2309 | PA      | $2205.44      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 30 Year                                                                                     | CUSIP: 31418DTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2195055 | PA      | $1920769.60   | 0.70%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1722117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5080 | PA      | $1324.20      | 0.00%             | 2027-02-16      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $413473.60    | 0.15%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781288.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1291.25      | 0.00%             | 2027-03-14      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8883088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3372 | PA      | $3239.32      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6165 | PA      | $5858.07      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8059674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $1985.49      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6735929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $23.65        | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6268433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $0.14         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2928316.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1736 | PA      | $1705.84      | 0.00%             | 2027-04-11      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8781807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8266 | PA      | $8064.30      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8206092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4078 | PA      | $4005.72      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2478301.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2779 | PA      | $2709.00      | 0.00%             | 2027-01-21      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8809901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2056 | PA      | $1915.06      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7863722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926 | PA      | $11.69        | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8531051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4886 | PA      | $4717.14      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6182 | PA      | $5729.03      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11701384.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $137.03       | 0.00%             | 2025-12-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7355 | PA      | $7193.02      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8856076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3685 | PA      | $3561.55      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1722234.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3482 | PA      | $3408.69      | 0.00%             | 2027-02-16      | Fixed         | 12.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8084546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5235 | PA      | $5100.99      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8028134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $445.20       | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7961204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $1145.81      | 0.00%             | 2026-01-05      | 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        |    571950 | PA      | $568732.69    | 0.21%             | 2031-07-18      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9025056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $4430.43      | 0.00%             | 2026-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7262587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11195 | PA      | $256.40       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8721942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3109 | PA      | $2908.35      | 0.00%             | 2026-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9244088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6034 | PA      | $5638.43      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6001577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $0.07         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9054526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6311 | PA      | $6043.66      | 0.00%             | 2026-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2786047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1855.16      | 0.00%             | 2027-03-14      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11631 | PA      | $11192.40     | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992452704.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $9.33         | 0.00%             | 2026-03-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2450581.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2101 | PA      | $2068.70      | 0.00%             | 2027-01-21      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20486 | PA      | $19857.71     | 0.01%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9065141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3436 | PA      | $3236.15      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8304341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5923 | PA      | $5147.35      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $1298.09      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8059935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17163 | PA      | $201.21       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5385 | PA      | $5036.81      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8596210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       920 | PA      | $879.01       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3837 | PA      | $3731.58      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2476577.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1481.30      | 0.00%             | 2027-01-21      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7981740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11361 | PA      | $5316.36      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8990736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40297 | PA      | $38448.04     | 0.01%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                                  | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DMD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1690 | PA      | $1761.00      | 0.00%             | 2031-03-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8756134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9917 | PA      | $9772.56      | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7794656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $128.74       | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7910262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2084.46      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8680690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4489 | PA      | $4346.71      | 0.00%             | 2026-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782824.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5127 | PA      | $5040.61      | 0.00%             | 2027-03-14      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8166199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1809.45      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1892951.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1013.66      | 0.00%             | 2026-10-21      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14398590.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $3261.46      | 0.00%             | 2026-06-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8784012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21411 | PA      | $20752.04     | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8826143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4201 | PA      | $3724.84      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9232782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5578 | PA      | $5190.47      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9209498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1222.33      | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7794684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       241 | PA      | $92.99        | 0.00%             | 2025-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $940.80       | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3775 | PA      | $3538.06      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8846814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2199 | PA      | $2166.29      | 0.00%             | 2026-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185018593.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9299 | PA      | $9199.25      | 0.00%             | 2027-01-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6200 | PA      | $5632.66      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7406230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $307.39       | 0.00%             | 2035-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740496.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4218 | PA      | $4196.70      | 0.00%             | 2027-04-05      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8307100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8017 | PA      | $7828.05      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6575505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $114.36       | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9038969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9222 | PA      | $8820.03      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12561 | PA      | $11988.91     | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2265199.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2835 | PA      | $202.29       | 0.00%             | 2026-12-17      | Fixed         | 27.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7811542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $60.49        | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2893504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $184.90       | 0.00%             | 2029-04-11      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8024548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $933.94       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1523 | PA      | $1496.51      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8855848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16385 | PA      | $14892.33     | 0.01%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $3497.74      | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8008215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13300 | PA      | $9017.90      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6699 | PA      | $6185.45      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2929033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2516 | PA      | $2475.32      | 0.00%             | 2027-04-11      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9041336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2136 | PA      | $2045.01      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9135932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2413 | PA      | $2233.16      | 0.00%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992445261.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-04-17      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc.                                                                       | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $674537.64    | 0.24%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7848081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2167 | PA      | $2040.31      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8369783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4420 | PA      | $4216.33      | 0.00%             | 2026-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740187.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $2292.08      | 0.00%             | 2027-04-01      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 991993120.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $0.34         | 0.00%             | 2030-03-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8444517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6334 | PA      | $6199.02      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15794 | PA      | $15349.39     | 0.01%             | 2026-09-03      | 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        |    583279 | PA      | $574798.08    | 0.21%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2066 | PA      | $28.41        | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9193398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5953 | PA      | $5569.42      | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8532557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1786.91      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8391178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4694 | PA      | $4611.63      | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18384 | PA      | $15904.81     | 0.01%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8800255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2249 | PA      | $2156.97      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8286 | PA      | $5897.50      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1893730.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $1296.17      | 0.00%             | 2027-03-21      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $2937.09      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7559616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $17.16        | 0.00%             | 2025-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8248433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4358 | PA      | $4277.04      | 0.00%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2552 | PA      | $2462.13      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9007123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6901 | PA      | $5701.70      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5989835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $0.49         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8848422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3046 | PA      | $2866.44      | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8814123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5137 | PA      | $5017.07      | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8417424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3621 | PA      | $3524.06      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8593 | PA      | $8458.65      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8691936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8110 | PA      | $7156.56      | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992143879.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $2.60         | 0.00%             | 2030-05-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4050 | PA      | $3872.36      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9092905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $842.87       | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8400330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2475.85      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7832147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $747.96       | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8871049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $510.26       | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8606031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1620.85      | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992405476.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $72.60        | 0.00%             | 2025-11-20      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12846368.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9535 | PA      | $9906.57      | 0.00%             | 2027-03-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788950.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5936 | PA      | $5846.55      | 0.00%             | 2027-03-14      | Fixed         | 30.14%                | 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        |    655289 | PA      | $658401.82    | 0.24%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9120364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2885 | PA      | $2731.82      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7937661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $547.15       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Savage Enterprises LLC                                                                | Savage Enterprises LLC, First Lien, Refinancing CME Term Loan                                     | CUSIP: 80465JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147516 | PA      | $148144.89    | 0.05%             | 2028-09-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9190286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $568.57       | 0.00%             | 2026-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2473306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $2592.83      | 0.00%             | 2027-01-20      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| US Radiology Specialists, Inc.                                                        | US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.), First Lien, CME Term Loan  | CUSIP: 90372AAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    718657 | PA      | $721128.78    | 0.26%             | 2027-12-15      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2111832.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4874 | PA      | $4799.69      | 0.00%             | 2027-09-24      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8190088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2760.59      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2787933.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $478.02       | 0.00%             | 2028-01-14      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8451000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1058.28      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8856186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2164.78      | 0.00%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781045.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3117 | PA      | $3056.14      | 0.00%             | 2027-03-14      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2266605.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1133 | PA      | $1115.39      | 0.00%             | 2026-12-17      | Fixed         | 31.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8255944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $613.61       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8632513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9105 | PA      | $8903.24      | 0.00%             | 2026-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8797767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4879 | PA      | $4695.02      | 0.00%             | 2026-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8604749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $146.48       | 0.00%             | 2026-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7285051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $85.74        | 0.00%             | 2035-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9225370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25096 | PA      | $23464.49     | 0.01%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9040694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52478 | PA      | $47762.54     | 0.02%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8954961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $2615.03      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9018248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19081 | PA      | $17837.10     | 0.01%             | 2026-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8235952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $312.15       | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11098 | PA      | $10963.07     | 0.00%             | 2027-08-14      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8517142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17886 | PA      | $17608.71     | 0.01%             | 2026-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37206 | PA      | $34767.48     | 0.01%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8934327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4520 | PA      | $4314.68      | 0.00%             | 2026-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9178912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9150 | PA      | $8459.32      | 0.00%             | 2026-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8310146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11160 | PA      | $10871.13     | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2475846.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1980.31      | 0.00%             | 2027-01-20      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7845604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $2954.45      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8735411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27758 | PA      | $26802.59     | 0.01%             | 2026-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8360909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1530 | PA      | $1259.05      | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8902380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2263 | PA      | $2162.77      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1714735.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2057 | PA      | $2046.20      | 0.00%             | 2025-11-30      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6024861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2667 | PA      | $0.05         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7938098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $955.82       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2481444.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4076 | PA      | $636.17       | 0.00%             | 2027-01-21      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8522616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6101 | PA      | $5941.52      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8286393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5881 | PA      | $5800.32      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2017 | PA      | $1910.81      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8560928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15895 | PA      | $12384.64     | 0.00%             | 2026-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6379217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.19         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7828343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2771 | PA      | $1248.63      | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $1448.44      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8635338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21075 | PA      | $20492.64     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2509.87      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7337996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3988 | PA      | $99.20        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992102898.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9125014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7436 | PA      | $6714.07      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9096025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43751 | PA      | $39635.08     | 0.01%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7593263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $838.48       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8836681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11529 | PA      | $10998.54     | 0.00%             | 2026-09-13      | 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: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $400594.00    | 0.15%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1605548.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3668 | PA      | $3662.00      | 0.00%             | 2026-08-16      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1654979.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $653.29       | 0.00%             | 2026-12-05      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7655820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $25.77        | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2631.65      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9013520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2953 | PA      | $2769.11      | 0.00%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8169094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $52.46        | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9256223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2343 | PA      | $2153.10      | 0.00%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8269644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2040 | PA      | $1049.93      | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ADMI Corp.                                                                            | ADMI Corp., First Lien, Amendment No. 4 Refinancing CME Term Loan                                 | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    747881 | PA      | $710172.66    | 0.26%             | 2027-12-23      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784249.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14606 | PA      | $14317.48     | 0.01%             | 2027-03-14      | Fixed         | 12.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12804826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3569 | PA      | $3686.60      | 0.00%             | 2027-04-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7661360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $195.47       | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8761697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $2226.04      | 0.00%             | 2026-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8716943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $915.63       | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8469699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3848 | PA      | $3778.77      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2573.56      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1557.23      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8739943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $615.59       | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1755876.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11016 | PA      | $11164.62     | 0.00%             | 2028-03-31      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7905396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6605 | PA      | $1267.58      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9049293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5838 | PA      | $4887.65      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8532853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3395 | PA      | $3236.26      | 0.00%             | 2026-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187804301.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16855 | PA      | $17059.40     | 0.01%             | 2027-03-31      | Fixed         | 19.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7808380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6558 | PA      | $82.53        | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70036 | PA      | $61275.63     | 0.02%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8758856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71709 | PA      | $69128.07     | 0.03%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9010044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $1559.08      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8261744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2221 | PA      | $2141.52      | 0.00%             | 2026-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5025 | PA      | $4452.56      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8449134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1520.43      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7055837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5733 | PA      | $88.21        | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784241.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4109 | PA      | $4028.75      | 0.00%             | 2027-03-14      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                          | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1110741 | PA      | $1109435.67   | 0.40%             | 2030-11-06      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9050459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6969 | PA      | $6664.42      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8640551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $758.75       | 0.00%             | 2026-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8171795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7161 | PA      | $4845.56      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9067515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4263 | PA      | $3191.15      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8016422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $138.89       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9077607.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $965.38       | 0.00%             | 2026-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734128.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $3581.04      | 0.00%             | 2027-03-23      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10628 | PA      | $10111.33     | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8430478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1069.70      | 0.00%             | 2026-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CACI International, Inc.                                                              | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439109.15    | 0.16%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8996209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14099 | PA      | $13490.82     | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9111211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6339 | PA      | $5707.67      | 0.00%             | 2026-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8416582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2864 | PA      | $2777.28      | 0.00%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8810798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11545 | PA      | $11148.49     | 0.00%             | 2026-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8867076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2779.47      | 0.00%             | 2026-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784019.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $59.75        | 0.00%             | 2027-03-14      | Fixed         | 24.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7606561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $442.49       | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8770305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3858 | PA      | $3752.50      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8610213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6643 | PA      | $6340.89      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1747364.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8300 | PA      | $0.00         | 0.00%             | 2027-04-12      | Fixed         | 11.16%                | No            |                  3 | On Loan: No      |
| Conair Holdings LLC                                                                   | Conair Holdings LLC, First Lien, CME Term Loan, B                                                 | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    648238 | PA      | $479695.96    | 0.17%             | 2028-05-17      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                                  | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $523028.00    | 0.19%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9100368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3273 | PA      | $3102.10      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8627926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $585.77       | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111688.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1041 | PA      | $1026.77      | 0.00%             | 2026-11-24      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3817 | PA      | $3636.74      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9155547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5008 | PA      | $4686.53      | 0.00%             | 2026-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8787951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10362 | PA      | $10107.79     | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8468391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9976 | PA      | $8788.20      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7963660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $380.10       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9092280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19056 | PA      | $18273.91     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8630523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9588 | PA      | $9192.10      | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186654687.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8961 | PA      | $9164.93      | 0.00%             | 2027-03-20      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6260850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22653 | PA      | $0.40         | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4059 | PA      | $3995.33      | 0.00%             | 2026-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8102062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1350.10      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9044402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17128 | PA      | $16476.36     | 0.01%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8884506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40964 | PA      | $39234.50     | 0.01%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8346835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2866 | PA      | $2819.41      | 0.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6505651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11018 | PA      | $22.92        | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8438408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $209.49       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780348.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3503 | PA      | $2220.93      | 0.00%             | 2027-08-14      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882668.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15856 | PA      | $15101.55     | 0.01%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7227866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $290.37       | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $4118.80      | 0.00%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1720421.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2861 | PA      | $2808.29      | 0.00%             | 2027-02-16      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20277 | PA      | $19627.00     | 0.01%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14531002.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4270 | PA      | $4307.20      | 0.00%             | 2026-08-20      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6210686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2739 | PA      | $0.00         | 0.00%             | 2034-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6484990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8174 | PA      | $2.13         | 0.00%             | 2034-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7970053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $321.11       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8315868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14149 | PA      | $13247.28     | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8343928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $306.65       | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pre-Paid Legal Services, Inc.                                                         | Pre-Paid Legal Services, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |    682597 | PA      | $679771.02    | 0.25%             | 2028-12-07      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2788518.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2315 | PA      | $2278.33      | 0.00%             | 2027-03-14      | Fixed         | 27.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783176.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2513 | PA      | $2472.50      | 0.00%             | 2027-03-14      | Fixed         | 24.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9050718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4951 | PA      | $4731.02      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2479214.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5765 | PA      | $3946.88      | 0.00%             | 2027-01-21      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8354862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29493 | PA      | $17635.84     | 0.01%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785339.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5555 | PA      | $5444.60      | 0.00%             | 2027-03-14      | Fixed         | 13.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9164225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6595 | PA      | $6051.73      | 0.00%             | 2026-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9168435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4609 | PA      | $4316.64      | 0.00%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc., First Lien, CME Term Loan, B                                         | CUSIP: 58063DAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    599851 | PA      | $602601.21    | 0.22%             | 2031-08-06      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8294957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $591.65       | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6934280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $75.02        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $467.15       | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                                       | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100935.70    | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932656.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $1781.59      | 0.00%             | 2027-09-12      | Fixed         | 27.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6681576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $3.59         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8521495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11156 | PA      | $10828.00     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8216283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $51.84        | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8038800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6459 | PA      | $4201.46      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8333227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8888 | PA      | $6885.22      | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8550455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1086.92      | 0.00%             | 2026-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8360992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18416 | PA      | $14042.92     | 0.01%             | 2026-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5643 | PA      | $1460.69      | 0.00%             | 2027-03-14      | Fixed         | 28.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8010702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $993.44       | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8809873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1537 | PA      | $1486.51      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6807351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $6.05         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8715469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1475.84      | 0.00%             | 2026-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7006832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11203 | PA      | $826.70       | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| National Mentor Holdings, Inc.                                                        | National Mentor Holdings, Inc., First Lien, Initial CME Term Loan                                 | CUSIP: 63689EAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1463882 | PA      | $1418136.01   | 0.52%             | 2028-03-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2783926.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7200 | PA      | $6979.56      | 0.00%             | 2027-03-14      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8279479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6521 | PA      | $3099.17      | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7540631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $45.29        | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8823718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6385 | PA      | $6004.91      | 0.00%             | 2026-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6054550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4497 | PA      | $0.33         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13423557.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12359 | PA      | $12525.80     | 0.00%             | 2027-05-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6560669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $10.11        | 0.00%             | 2034-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8000433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $14.02        | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8900831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16641 | PA      | $16118.43     | 0.01%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9070460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60208 | PA      | $57026.32     | 0.02%             | 2026-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9146280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25300 | PA      | $23691.77     | 0.01%             | 2026-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8035108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5451 | PA      | $5241.16      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9215791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5555 | PA      | $5130.85      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                       | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                   | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $502377.00    | 0.18%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6268 | PA      | $6046.11      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2235.35      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12831439.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14693 | PA      | $14925.77     | 0.01%             | 2027-04-16      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8344755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $11.57        | 0.00%             | 2026-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780580.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1576 | PA      | $1560.84      | 0.00%             | 2027-03-14      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5735 | PA      | $5614.74      | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651085.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1951.59      | 0.00%             | 2026-11-05      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2927743.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $3404.14      | 0.00%             | 2027-04-11      | Fixed         | 15.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8744429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5184 | PA      | $5009.25      | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8284925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3647 | PA      | $3545.39      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7724838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22645 | PA      | $466.95       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8354506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $957.38       | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9157456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1807.53      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5084 | PA      | $4871.11      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $452.25       | 0.00%             | 2027-02-18      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781563.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $513.90       | 0.00%             | 2027-03-14      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Dream Finders Homes, Inc.                                                             | Dream Finders Homes, Inc.                                                                         | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $521601.00    | 0.19%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7486693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $42.39        | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2246.08      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781187.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1406.64      | 0.00%             | 2027-03-20      | Fixed         | 27.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9167091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25436 | PA      | $23799.88     | 0.01%             | 2026-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9022850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14638 | PA      | $14080.93     | 0.01%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6029494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $0.16         | 0.00%             | 2034-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $969.18       | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13680651.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6323 | PA      | $6633.04      | 0.00%             | 2027-05-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8524195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1602.07      | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8702407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20667 | PA      | $19521.64     | 0.01%             | 2026-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8493256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $1236.99      | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780352.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $1162.29      | 0.00%             | 2027-03-14      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8899301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3752 | PA      | $3653.49      | 0.00%             | 2026-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9093018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $541.60       | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8483288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7749 | PA      | $7021.93      | 0.00%             | 2026-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1784 | PA      | $1701.95      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2656050.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1150.87      | 0.00%             | 2027-02-18      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187981773.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.86        | 0.00%             | 2027-04-05      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186203908.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11472 | PA      | $11775.10     | 0.00%             | 2027-02-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8343150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $161.12       | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2481906.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $391.26       | 0.00%             | 2027-01-21      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627679.20    | 0.23%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11877668.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5361 | PA      | $5586.14      | 0.00%             | 2026-03-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                                 | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3095 | PA      | $3213.89      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5189 | PA      | $5060.93      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8808587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42204 | PA      | $41678.65     | 0.02%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9133611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31070 | PA      | $29113.33     | 0.01%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6584703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $9.96         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2781526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2665.56      | 0.00%             | 2027-03-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1761.91      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8309336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6138 | PA      | $4307.70      | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8780769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $2035.76      | 0.00%             | 2026-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780008.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $849.90       | 0.00%             | 2027-03-14      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7391456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $1290.61      | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8962153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2967 | PA      | $2853.07      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9258369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39342 | PA      | $36377.94     | 0.01%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6463165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $0.74         | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $767.96       | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7899924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1431 | PA      | $970.64       | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13440554.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6177 | PA      | $6281.30      | 0.00%             | 2027-05-15      | Fixed         | 11.24%                | 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: N/A                  | Long             | LON              | CORP              | US        |   1205313 | PA      | $1204963.03   | 0.44%             | 2028-07-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8612978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18695 | PA      | $18148.86     | 0.01%             | 2026-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2789113.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10034 | PA      | $6249.94      | 0.00%             | 2028-01-14      | Fixed         | 34.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9225707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1066 | PA      | $961.50       | 0.00%             | 2026-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                                          | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128377.50    | 0.05%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496467.40    | 0.18%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4393 | PA      | $4268.31      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8509720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $1465.90      | 0.00%             | 2026-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789729.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       599 | PA      | $589.41       | 0.00%             | 2027-03-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1170000 | PA      | $1024803.00   | 0.37%             | 2029-04-23      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $2331.35      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9104473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21665 | PA      | $20242.21     | 0.01%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2472995.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1191.28      | 0.00%             | 2027-01-21      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744092.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3511 | PA      | $3482.06      | 0.00%             | 2027-03-23      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7227981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $18.25        | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12723310.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7973 | PA      | $8351.46      | 0.00%             | 2027-04-10      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6685 | PA      | $959.31       | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8320369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14955 | PA      | $9984.91      | 0.00%             | 2026-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8657656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6395 | PA      | $6158.67      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 187178718.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10104 | PA      | $10094.30     | 0.00%             | 2027-03-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8661401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $3089.63      | 0.00%             | 2026-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 5997200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $0.00         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2934277.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $426.53       | 0.00%             | 2027-04-12      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2656274.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       862 | PA      | $846.76       | 0.00%             | 2027-02-18      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8419127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18700 | PA      | $18264.77     | 0.01%             | 2026-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8834555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4530 | PA      | $4388.49      | 0.00%             | 2026-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9669 | PA      | $8818.97      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Veritiv Operating Co.                                                                 | Veritiv Operating Co.                                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243842.63    | 0.09%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14549001.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8557 | PA      | $8967.55      | 0.00%             | 2026-06-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8607193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $422.09       | 0.00%             | 2026-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9256367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29737 | PA      | $27784.20     | 0.01%             | 2026-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992298625.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8306899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $2011.21      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8816114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $432.29       | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8843690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $3499.67      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14542132.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6178 | PA      | $6398.27      | 0.00%             | 2027-08-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $3656.27      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $520.47       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7608748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30329 | PA      | $627.93       | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8896816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $4826.79      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9128033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2329 | PA      | $2135.10      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8265251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1956.14      | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $2043.11      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269989.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11561 | PA      | $11417.82     | 0.00%             | 2026-12-17      | Fixed         | 15.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8949640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17691 | PA      | $16989.58     | 0.01%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2474865.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1242.72      | 0.00%             | 2027-01-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2784660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6179 | PA      | $6074.59      | 0.00%             | 2027-03-14      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2929095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $111.99       | 0.00%             | 2027-04-11      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1757922.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4537 | PA      | $4500.54      | 0.00%             | 2027-04-13      | Fixed         | 14.67%                | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                                | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    837442 | PA      | $840423.56    | 0.31%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8387829.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10354 | PA      | $8831.19      | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9219071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9985 | PA      | $9338.73      | 0.00%             | 2026-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722921.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $479.48       | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6669990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $1.53         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8912973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55485 | PA      | $50255.44     | 0.02%             | 2026-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8907137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2376 | PA      | $2178.53      | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9072124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9430 | PA      | $8997.44      | 0.00%             | 2026-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2479402.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3130 | PA      | $801.71       | 0.00%             | 2027-01-21      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8757806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13615 | PA      | $13205.91     | 0.00%             | 2026-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8476656.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1593.26      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8708587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7095 | PA      | $6942.34      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8322629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1799.25      | 0.00%             | 2026-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8618922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20679 | PA      | $18097.94     | 0.01%             | 2026-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    800000 | PA      | $846144.00    | 0.31%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7508859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $66.26        | 0.00%             | 2025-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8929667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7917 | PA      | $7553.80      | 0.00%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7955576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $152.91       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8829469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3995 | PA      | $3846.63      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10557980.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4964 | PA      | $5103.07      | 0.00%             | 2026-09-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2477060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11408 | PA      | $11169.53     | 0.00%             | 2027-01-21      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992027655.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-03-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1894844.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8311 | PA      | $8180.17      | 0.00%             | 2026-10-21      | Fixed         | 18.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933613.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1298.52      | 0.00%             | 2027-04-12      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5919 | PA      | $5753.00      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785945.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $1238.86      | 0.00%             | 2027-03-14      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8054413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1421.27      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8298299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3043 | PA      | $824.86       | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8204727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5306 | PA      | $5242.23      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7745153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3659 | PA      | $82.84        | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1330 | PA      | $1297.42      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8398647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4795 | PA      | $4718.12      | 0.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8505759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4056 | PA      | $3923.00      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8367150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3623 | PA      | $3391.44      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9117923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55653 | PA      | $53158.21     | 0.02%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992340621.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $94.22        | 0.00%             | 2026-06-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992013223.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $3.59         | 0.00%             | 2030-03-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp., 162773046.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2459 | PA      | $0.00         | 0.00%             | 2034-12-15      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9148957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $4274.85      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8792728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3508 | PA      | $2903.08      | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7048994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $71.39        | 0.00%             | 2035-03-25      | 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        |    639419 | PA      | $601054.23    | 0.22%             | 2028-05-03      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2110697.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5542 | PA      | $5454.15      | 0.00%             | 2026-11-24      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7775847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $125.29       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7615 | PA      | $7268.66      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8340107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $827.00       | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18474 | PA      | $17205.35     | 0.01%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8405494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2773 | PA      | $2596.45      | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7490647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1353 | PA      | $277.66       | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8916613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3942 | PA      | $3071.82      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6537833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4274 | PA      | $4.42         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930544.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $2585.03      | 0.00%             | 2027-04-11      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| IGT Holding IV AB                                                                     | IGT Holding IV AB, First Lien, CME Term Loan                                                      | CUSIP: W5000CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    509570 | PA      | $513391.44    | 0.19%             | 2031-08-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8214167.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32577 | PA      | $29977.41     | 0.01%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9010313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1314.60      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $632.99       | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1863.58      | 0.00%             | 2026-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6412313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2377 | PA      | $0.10         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8299079.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $393.43       | 0.00%             | 2026-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8257688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12315 | PA      | $177.35       | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9236281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20155 | PA      | $18662.57     | 0.01%             | 2026-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8609698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2034.27      | 0.00%             | 2026-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $423.10       | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8480087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6659 | PA      | $5956.10      | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9050599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4956 | PA      | $4792.38      | 0.00%             | 2026-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6992671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $11.86        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8690943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $648.54       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9127558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8890 | PA      | $8280.94      | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1464 | PA      | $1338.36      | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $87.33        | 0.00%             | 2025-10-16      | Fixed         | 16.24%                | No            |                  3 | 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        |    904146 | PA      | $844246.37    | 0.31%             | 2029-04-02      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8070242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3549 | PA      | $3168.15      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1556.48      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8303233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4022 | PA      | $3881.64      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12674727.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14369 | PA      | $14641.35     | 0.01%             | 2027-04-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785549.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2817 | PA      | $2762.44      | 0.00%             | 2027-03-14      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9102003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38053 | PA      | $36293.69     | 0.01%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9154401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8451 | PA      | $7886.21      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8376705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18711 | PA      | $18462.34     | 0.01%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780436.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2362.71      | 0.00%             | 2027-03-14      | Fixed         | 10.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992443633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9076411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2806 | PA      | $2696.08      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9068177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3823 | PA      | $3611.76      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8272965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43713 | PA      | $20034.55     | 0.01%             | 2026-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8498105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33995 | PA      | $31110.73     | 0.01%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8650240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4331 | PA      | $4174.95      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8295315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1264 | PA      | $1209.64      | 0.00%             | 2026-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9131207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4364 | PA      | $4019.07      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8993739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3304 | PA      | $3171.96      | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8146232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25283 | PA      | $17654.20     | 0.01%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9149036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1747 | PA      | $1594.85      | 0.00%             | 2026-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                                  | FNMA, 15 Year                                                                                     | CUSIP: 3138M4GL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       960 | PA      | $943.77       | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8412603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2634 | PA      | $2451.04      | 0.00%             | 2026-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8497772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3594 | PA      | $2843.15      | 0.00%             | 2026-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13678923.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15431 | PA      | $15698.58     | 0.01%             | 2027-07-20      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8968311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4083 | PA      | $3924.71      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9107057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $2558.09      | 0.00%             | 2026-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8090252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       434 | PA      | $5.84         | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8285037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5198 | PA      | $4865.63      | 0.00%             | 2026-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7786987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31649 | PA      | $11063.56     | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8839694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $1951.09      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8042179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4607 | PA      | $4472.67      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | 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        |     70018 | PA      | $67596.81     | 0.02%             | 2031-12-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19031 | PA      | $17568.73     | 0.01%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9038889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6623 | PA      | $5837.18      | 0.00%             | 2026-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7244207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $718.71       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8754728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $186.42       | 0.00%             | 2026-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8976754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11649 | PA      | $10857.04     | 0.00%             | 2026-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1687770.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5663 | PA      | $5654.74      | 0.00%             | 2026-12-17      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1890702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $2482.52      | 0.00%             | 2026-11-19      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7764781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $695.28       | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9023803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4732 | PA      | $4448.86      | 0.00%             | 2026-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8662371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2533 | PA      | $2475.22      | 0.00%             | 2026-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8102147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $391.99       | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8539545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $783.50       | 0.00%             | 2026-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8276864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57633 | PA      | $49736.66     | 0.02%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9188830.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6074 | PA      | $5603.36      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7421975.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $23.21        | 0.00%             | 2035-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $1004.16      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8948535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3179 | PA      | $2364.24      | 0.00%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9187883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14619 | PA      | $13507.55     | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12889697.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10265 | PA      | $10479.95     | 0.00%             | 2027-04-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7439471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21014 | PA      | $644.00       | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7346697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $56.24        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2790078.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $1476.08      | 0.00%             | 2027-03-14      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8827881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3808 | PA      | $3644.69      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3154 | PA      | $2824.94      | 0.00%             | 2026-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8722122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18346 | PA      | $18009.35     | 0.01%             | 2026-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9238922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8030 | PA      | $7471.97      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8321686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1978 | PA      | $1941.16      | 0.00%             | 2026-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8013594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $342.36       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8763903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $5972.99      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2789937.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $1348.14      | 0.00%             | 2027-03-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9211608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15331 | PA      | $14058.56     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8651564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6473 | PA      | $6336.77      | 0.00%             | 2026-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8989912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20449 | PA      | $19676.07     | 0.01%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8918745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14971 | PA      | $12743.66     | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9129364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2286 | PA      | $2104.74      | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782792.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2845 | PA      | $2799.32      | 0.00%             | 2027-03-14      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2779444.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2506 | PA      | $2465.56      | 0.00%             | 2027-03-14      | Fixed         | 25.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6608920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4842 | PA      | $15.53        | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8593105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6873 | PA      | $6662.59      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8882044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6095 | PA      | $5656.90      | 0.00%             | 2026-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8330680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $759.07       | 0.00%             | 2026-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9183415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10558 | PA      | $9769.60      | 0.00%             | 2026-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9010254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1782.88      | 0.00%             | 2026-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $925.10       | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9000255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4444 | PA      | $4214.71      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9003885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9324 | PA      | $8849.71      | 0.00%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8501823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7293 | PA      | $7181.37      | 0.00%             | 2026-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2785877.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2480 | PA      | $2455.18      | 0.00%             | 2027-03-14      | Fixed         | 20.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8961 | PA      | $8671.98      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $1836.08      | 0.00%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28325 | PA      | $26903.56     | 0.01%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8845716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1399 | PA      | $1346.33      | 0.00%             | 2026-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7034652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2007 | PA      | $528.70       | 0.00%             | 2035-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785284.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2175 | PA      | $2125.38      | 0.00%             | 2027-03-14      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9065908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6144 | PA      | $5804.98      | 0.00%             | 2026-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7873340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       303 | PA      | $257.03       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8957341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3828 | PA      | $3617.81      | 0.00%             | 2026-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8963721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11559 | PA      | $11093.76     | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8474421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1487.73      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8446021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6214 | PA      | $5989.10      | 0.00%             | 2026-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9211331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29055 | PA      | $27180.63     | 0.01%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8875194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $552.97       | 0.00%             | 2026-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8943618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2171 | PA      | $2007.64      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2784927.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1694 | PA      | $1667.38      | 0.00%             | 2028-01-14      | Fixed         | 20.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2930197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26070 | PA      | $25618.87     | 0.01%             | 2027-04-11      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651400.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9738 | PA      | $0.00         | 0.00%             | 2026-11-05      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7868421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $438.79       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9244302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $1595.49      | 0.00%             | 2026-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9251428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14793 | PA      | $13820.88     | 0.01%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9241076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2987 | PA      | $2724.58      | 0.00%             | 2026-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8463795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3789 | PA      | $3690.31      | 0.00%             | 2026-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8150361.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24110 | PA      | $475.68       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9184261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15627 | PA      | $14621.93     | 0.01%             | 2026-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8131044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $2567.54      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8488322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18041 | PA      | $17555.87     | 0.01%             | 2026-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9123958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9048 | PA      | $8551.59      | 0.00%             | 2026-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neogen Food Safety Corp.                                                              | Neogen Food Safety Corp.                                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $414072.80    | 0.15%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8413337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3464 | PA      | $2900.76      | 0.00%             | 2026-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8367222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $1958.61      | 0.00%             | 2026-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8207447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $1993.85      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7886136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3882 | PA      | $1787.56      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8712421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1107.80      | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8594704.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $186.02       | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992237498.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4061 | PA      | $4137.03      | 0.00%             | 2026-05-30      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8927324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17401 | PA      | $16618.25     | 0.01%             | 2026-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8355680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6234 | PA      | $5193.73      | 0.00%             | 2026-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                             | Hilcorp Energy I LP / Hilcorp Finance Co.                                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $493805.90    | 0.18%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp.                                                       | Vertex Aerospace Services Corp., First Lien, 2024 CME Term Loan                                   | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    537079 | PA      | $536829.11    | 0.19%             | 2030-12-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8424599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5722 | PA      | $5483.09      | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1681009.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3579 | PA      | $1978.80      | 0.00%             | 2027-01-04      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9205145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38142 | PA      | $35675.27     | 0.01%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8503284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7398 | PA      | $7242.07      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8745840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $561.62       | 0.00%             | 2026-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8917207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14357 | PA      | $13840.54     | 0.01%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8681429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7587 | PA      | $7330.42      | 0.00%             | 2026-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7756883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16501 | PA      | $422.59       | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1746119.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4981 | PA      | $4934.86      | 0.00%             | 2027-04-11      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8984734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $2153.10      | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $891.73       | 0.00%             | 2027-04-12      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8789658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7320 | PA      | $7054.53      | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8775669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6551 | PA      | $6334.90      | 0.00%             | 2026-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8829149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7795 | PA      | $7400.66      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8997660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5670 | PA      | $5422.70      | 0.00%             | 2026-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       672 | PA      | $608.69       | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                                        | Univision Communications, Inc., First Lien, 2024 Replacement CME Term Loan                        | CUSIP: 914908BG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    693000 | PA      | $681014.57    | 0.25%             | 2029-01-23      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8277873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4491 | PA      | $4409.49      | 0.00%             | 2026-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8551862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6688 | PA      | $6461.23      | 0.00%             | 2026-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7627133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5918 | PA      | $4220.96      | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                           | Beach Acquisition Bidco LLC, First Lien, CME Term Loan, B                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30329 | PA      | $30518.11     | 0.01%             | 2032-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9234878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15516 | PA      | $14437.73     | 0.01%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8633645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2905 | PA      | $2793.16      | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9235074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3671 | PA      | $3417.07      | 0.00%             | 2026-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6000301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $0.03         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8020927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1597.90      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740958.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11068 | PA      | $11027.30     | 0.00%             | 2027-03-23      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8414163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1715.67      | 0.00%             | 2026-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8942038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9549 | PA      | $8986.93      | 0.00%             | 2026-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $1006.00      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785874.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4398 | PA      | $4326.70      | 0.00%             | 2027-03-21      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744077.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5723 | PA      | $261.62       | 0.00%             | 2027-03-23      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $518725.50    | 0.19%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8118575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $1179.37      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7759657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $733.44       | 0.00%             | 2025-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8695717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3606 | PA      | $2053.92      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8246623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17975 | PA      | $15503.64     | 0.01%             | 2026-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9208701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11543 | PA      | $10583.42     | 0.00%             | 2026-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petra Diamonds Ltd.                                                                   | Petra Diamonds Ltd.                                                                               | CUSIP: N/A<br>LEI: 213800X4QZIAVSA12860       | Long             | EC               | CORP              | BM        |    331401 | NS      | $67067.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8595877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $1791.44      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7941868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $794.79       | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47574 | PA      | $45130.96     | 0.02%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2930816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4646 | PA      | $4563.55      | 0.00%             | 2027-04-11      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9044810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1879.68      | 0.00%             | 2026-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8202 | PA      | $7400.13      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7587680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $308.02       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8825701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $4082.00      | 0.00%             | 2026-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6591557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22190 | PA      | $172.68       | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13299 | PA      | $13092.16     | 0.00%             | 2027-09-26      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $626.22       | 0.00%             | 2026-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8904121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4877 | PA      | $4662.79      | 0.00%             | 2026-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8375838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2738 | PA      | $2685.39      | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8841986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7320 | PA      | $6607.28      | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9254608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1166.89      | 0.00%             | 2026-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13673131.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8759 | PA      | $8879.08      | 0.00%             | 2027-04-07      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2471480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $815.54       | 0.00%             | 2027-01-20      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8930530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8965 | PA      | $7623.99      | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2931662.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3401 | PA      | $3343.83      | 0.00%             | 2027-04-12      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8101986.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $1849.92      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7456543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3459 | PA      | $805.14       | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2780403.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3079 | PA      | $3039.25      | 0.00%             | 2028-01-14      | Fixed         | 28.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992057082.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.93        | 0.00%             | 2030-07-18      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8368798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1217 | PA      | $1199.99      | 0.00%             | 2026-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1124.60      | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8374369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3292 | PA      | $2604.02      | 0.00%             | 2026-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8157664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47535 | PA      | $30390.49     | 0.01%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8547300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13760 | PA      | $13376.21     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC, First Lien, Exchange First Out CME Term Loan                        | CUSIP: 55328HAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66546 | PA      | $65681.12     | 0.02%             | 2030-12-31      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2933829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15939 | PA      | $15657.03     | 0.01%             | 2027-04-12      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1685808.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4924 | PA      | $4932.42      | 0.00%             | 2026-12-29      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7528897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16423 | PA      | $263.42       | 0.00%             | 2025-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7866713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5812 | PA      | $2029.80      | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $345.36       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $994.99       | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8556574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9937 | PA      | $6185.71      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262592.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       351 | PA      | $347.27       | 0.00%             | 2026-12-16      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7194913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       925 | PA      | $14.33        | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8983479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11690 | PA      | $10916.04     | 0.00%             | 2026-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7297748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $136.20       | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8956870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2852 | PA      | $2535.21      | 0.00%             | 2026-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9213686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9322 | PA      | $8498.70      | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8388025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4386 | PA      | $4298.44      | 0.00%             | 2026-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8652172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8368 | PA      | $5977.03      | 0.00%             | 2026-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UKG, Inc.                                                                             | UKG, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    642447 | PA      | $645598.01    | 0.23%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8941007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1930 | PA      | $1389.96      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8990487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $923.55       | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8697 | PA      | $8340.58      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8391135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $867.99       | 0.00%             | 2026-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8698426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7482 | PA      | $7147.33      | 0.00%             | 2026-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8886752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $782.27       | 0.00%             | 2026-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9160654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10863 | PA      | $9969.18      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8468218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2785.45      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8939595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10263 | PA      | $9826.13      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8842464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13147 | PA      | $12783.81     | 0.00%             | 2026-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10590862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6412 | PA      | $6485.25      | 0.00%             | 2026-11-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8178775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12665 | PA      | $11822.43     | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8253973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $1476.97      | 0.00%             | 2026-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                                | Grifols Worldwide Operations USA, Inc., First Lien, CME Term Loan, B                              | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    340419 | PA      | $339804.31    | 0.12%             | 2027-11-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8731142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1654.48      | 0.00%             | 2026-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Truist Insurance Holdings LLC                                                         | Truist Insurance Holdings LLC, First Lien, CME Term Loan, B                                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113782 | PA      | $113970.98    | 0.04%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7957305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14519 | PA      | $13788.86     | 0.01%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6308638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12615 | PA      | $1.02         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1692617.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4609 | PA      | $4586.17      | 0.00%             | 2027-01-20      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9005567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39388 | PA      | $37148.90     | 0.01%             | 2026-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8790108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2653 | PA      | $2566.64      | 0.00%             | 2026-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8282998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $315.98       | 0.00%             | 2026-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8592933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $1068.00      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2262668.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1397.58      | 0.00%             | 2026-12-16      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2269154.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7562 | PA      | $7401.51      | 0.00%             | 2026-12-17      | Fixed         | 12.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6484508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       907 | PA      | $0.69         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2932384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1822 | PA      | $1781.45      | 0.00%             | 2027-09-12      | Fixed         | 13.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8251430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $244.98       | 0.00%             | 2026-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9061310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $2507.22      | 0.00%             | 2026-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8740836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9915 | PA      | $9103.08      | 0.00%             | 2026-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8305959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $468.73       | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9134311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5446 | PA      | $4943.90      | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9073649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1471.08      | 0.00%             | 2026-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waste Pro USA, Inc.                                                                   | Waste Pro USA, Inc.                                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208123.60    | 0.08%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8649863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2239 | PA      | $1813.94      | 0.00%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9207267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4370 | PA      | $4087.66      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9158902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9236 | PA      | $8617.03      | 0.00%             | 2026-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6985831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6077 | PA      | $64.70        | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6775946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $1.94         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992140000.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2757291.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1683 | PA      | $1651.19      | 0.00%             | 2027-03-14      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6032730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $0.21         | 0.00%             | 2034-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8815774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10071 | PA      | $9831.98      | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9034762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7449 | PA      | $7163.09      | 0.00%             | 2026-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8969415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10930 | PA      | $10206.33     | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8306297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2392 | PA      | $2284.65      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6991080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $6.75         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8452091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $2153.18      | 0.00%             | 2026-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9042037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1399.36      | 0.00%             | 2026-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12886061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10482 | PA      | $10646.32     | 0.00%             | 2027-04-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9139567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35180 | PA      | $32999.64     | 0.01%             | 2026-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2018057.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7619 | PA      | $7458.13      | 0.00%             | 2026-11-10      | Fixed         | 20.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8876920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $761.24       | 0.00%             | 2026-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1734263.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9453 | PA      | $9408.09      | 0.00%             | 2027-04-16      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9204292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1582.80      | 0.00%             | 2026-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9097852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $184.72       | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992451949.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7628496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $86.49        | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8958087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3173 | PA      | $2232.26      | 0.00%             | 2026-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8258492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4100 | PA      | $3032.60      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8264502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $1174.39      | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9173933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16167 | PA      | $15132.76     | 0.01%             | 2026-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Knot Worldwide, Inc. (The)                                                            | Knot Worldwide, Inc. (The), First Lien, Amendment No. 5 CME Term Loan                             | CUSIP: 94847DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386097 | PA      | $385614.28    | 0.14%             | 2028-01-31      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8546141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4023 | PA      | $3729.33      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8767847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1760.99      | 0.00%             | 2026-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8220967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11407 | PA      | $11212.69     | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2654934.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $3661.02      | 0.00%             | 2027-02-18      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8616687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12206 | PA      | $10960.06     | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9121625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9012 | PA      | $8522.09      | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8860532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3279.60      | 0.00%             | 2026-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8938315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6018 | PA      | $5762.36      | 0.00%             | 2026-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12244001.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $1819.20      | 0.00%             | 2026-01-27      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8967085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4680 | PA      | $4213.44      | 0.00%             | 2026-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9043324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17737 | PA      | $17015.97     | 0.01%             | 2026-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                        | Efesto Bidco SpA Efesto US LLC, Series XR                                                         | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1050000 | PA      | $1064055.43   | 0.39%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2782038.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20499 | PA      | $20031.83     | 0.01%             | 2027-03-14      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1740316.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5162 | PA      | $5381.09      | 0.00%             | 2027-03-23      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8960551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $1605.58      | 0.00%             | 2026-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                             | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class DR                               | CUSIP: 14310MBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2300523.33   | 0.84%             | 2031-04-17      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8786080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18381 | PA      | $17353.68     | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                             | Sunoco LP                                                                                         | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630405.83    | 0.23%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7982139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2581.14      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                            | Cobham Ultra SeniorCo SARL, First Lien, USD CME Term Loan, B                                      | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326457 | PA      | $327243.53    | 0.12%             | 2029-08-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2932550.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4852 | PA      | $4778.77      | 0.00%             | 2027-04-12      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8914928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2957 | PA      | $2508.86      | 0.00%             | 2026-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9098443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $1963.12      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8275066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $941.92       | 0.00%             | 2026-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4994 | PA      | $4896.45      | 0.00%             | 2027-03-14      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10692670.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $926.15       | 0.00%             | 2026-04-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7851862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437 | PA      | $29.91        | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6684258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $12.73        | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6242053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $0.00         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8307039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1344.91      | 0.00%             | 2026-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8765761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28413 | PA      | $27383.60     | 0.01%             | 2026-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9189410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9976 | PA      | $9109.80      | 0.00%             | 2026-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7255995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $22.14        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8709740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1570.44      | 0.00%             | 2026-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2267967.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9156 | PA      | $8995.32      | 0.00%             | 2027-05-17      | Fixed         | 19.43%                | No            |                  3 | 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        |    196262 | PA      | $197449.35    | 0.07%             | 2031-12-04      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2214006.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $295.03       | 0.00%             | 2026-12-17      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8505423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2205 | PA      | $2171.48      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8473822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5116 | PA      | $5042.31      | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2783726.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $3743.09      | 0.00%             | 2027-03-14      | Fixed         | 15.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2781136.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $1995.14      | 0.00%             | 2027-03-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $485443.65    | 0.18%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7800873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4779 | PA      | $85.64        | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13643702.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11595 | PA      | $12072.30     | 0.00%             | 2027-06-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8872611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6377 | PA      | $6139.35      | 0.00%             | 2026-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8950012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14592 | PA      | $14016.37     | 0.01%             | 2026-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9101755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5128 | PA      | $4845.70      | 0.00%             | 2026-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2780968.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3343 | PA      | $2146.43      | 0.00%             | 2027-03-14      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2111070.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1191.50      | 0.00%             | 2026-11-24      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8856216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56510 | PA      | $54704.70     | 0.02%             | 2026-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992365869.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8192019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2823 | PA      | $2803.54      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 9247438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $827.35       | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2786929.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5229 | PA      | $5154.82      | 0.00%             | 2027-03-24      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8806269.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1130 | PA      | $1032.14      | 0.00%             | 2026-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7775071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $1016.04      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7985579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $499.26       | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2771881.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2243.30      | 0.00%             | 2027-03-14      | Fixed         | 18.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8801264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6334 | PA      | $6132.36      | 0.00%             | 2026-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 7619488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $256.01       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                                     | Hillenbrand, Inc.                                                                                 | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612189.00    | 0.22%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8542002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2173 | PA      | $1307.58      | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 6146677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8942 | PA      | $0.36         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gates Corp.                                                                           | Gates Corp.                                                                                       | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415846.80    | 0.15%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2785160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $1468.38      | 0.00%             | 2027-03-14      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8894354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1449.20      | 0.00%             | 2026-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                           | Block, Inc., 8474399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $537.65       | 0.00%             | 2026-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer