# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0002071691-26-007586
**Filing Date:** 2026-3
**Character Count:** 1444979
**Document Hash:** 328fd4b2cf44f4e7dc58f881821c792e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007586.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007586

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04986
- **FILM NUMBER:** 26806008

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Investors Securities Trust

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Franklin Low Duration Total Return Fund

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1926114537.32

**Total Liabilities:** $17484021.79

**Net Assets:** $1908630515.53

**Delayed Delivery Securities:** $7673016.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5027.84000000 | **1-Year:** -104127.85000000 | **5-Year:** -170538.63000000 | **10-Year:** -35641.80000000 | **30-Year:** -58688.82000000

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

- **3-Month:** -135.46000000 | **1-Year:** -97046.15000000 | **5-Year:** -21895.85000000 | **10-Year:** 2624.02000000 | **30-Year:** -17175.86000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120960 | 0.41%                | 0.33%                | 0.31%                |
| Class ID C000215060 | 0.53%                | 0.23%                | 0.32%                |
| Class ID C000018523 | 0.44%                | 0.36%                | 0.34%                |
| Class ID C000064444 | 0.45%                | 0.38%                | 0.36%                |
| Class ID C000128881 | 0.46%                | 0.39%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $553333.60               | $1570361.17                                |
| Month 2  | $8055.80                 | $-572983.52                                |
| Month 3  | $439301.99               | $112174.10                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2004-A1, Class 5A1                                             | CUSIP: 466247BT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13253 | PA      | $13489.18     | 0.00%             | 2034-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| BX Mortgage Trust                                                       | BX Mortgage Trust, Series 2021-PAC, Class A                                                       | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7517000 | PA      | $7510377.52   | 0.39%             | 2036-10-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2618539.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1770.17      | 0.00%             | 2027-02-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31379MDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17891 | PA      | $18557.02     | 0.00%             | 2038-05-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13836108.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12927 | PA      | $13093.32     | 0.00%             | 2027-05-31      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096414.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1400.23      | 0.00%             | 2027-04-22      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4271659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $0.02         | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6922314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14464 | PA      | $0.00         | 0.00%             | 2035-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11877626.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12661 | PA      | $12825.97     | 0.00%             | 2027-04-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7485016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $54.71        | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5414116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15698 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7313394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6942 | PA      | $10.66        | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12410099.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $470.22       | 0.00%             | 2026-03-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                       | Wells Fargo & Co.                                                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001844.31   | 0.16%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4492 | PA      | $4426.77      | 0.00%             | 2027-01-13      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6649272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.00         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6624896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9039 | PA      | $0.00         | 0.00%             | 2034-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-77, Class FM                                                                    | CUSIP: 3136BTRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4594474 | PA      | $4613308.59   | 0.24%             | 2054-11-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                             | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4223032.80   | 0.22%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1654475.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4580 | PA      | $2626.27      | 0.00%             | 2026-11-10      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2802.46      | 0.00%             | 2027-07-11      | Fixed         | 16.36%                | No            |                  3 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                             | Dick's Sporting Goods, Inc.                                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9320598.50   | 0.49%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2275.16      | 0.00%             | 2027-01-14      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15048537.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4060 | PA      | $4202.79      | 0.00%             | 2026-07-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9832 | PA      | $9673.43      | 0.00%             | 2027-02-11      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Bellemeade Re Ltd.                                                      | Bellemeade Re Ltd., Series 2021-3A, Class B1                                                      | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2488000 | PA      | $2570777.75   | 0.13%             | 2031-09-25      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4868123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $505.61       | 0.00%             | 2027-01-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| General Motors Financial Co., Inc.                                      | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13087045.09  | 0.69%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7586174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $22.76        | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1755504.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2703 | PA      | $2697.62      | 0.00%             | 2027-04-11      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6879546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $0.00         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6485862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13536 | PA      | $0.14         | 0.00%             | 2034-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16847088.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4541 | PA      | $4708.04      | 0.00%             | 2027-09-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $667.62       | 0.00%             | 2026-12-22      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5784284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5640 | PA      | $0.00         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7971514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $77.54        | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31371MAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5296 | PA      | $5443.27      | 0.00%             | 2035-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6701550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $0.00         | 0.00%             | 2034-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2286942.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $576.32       | 0.00%             | 2026-12-21      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11861145.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5297 | PA      | $5355.20      | 0.00%             | 2027-02-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6320178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $0.00         | 0.00%             | 2034-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $438.78       | 0.00%             | 2027-01-18      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GE25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13168 | PA      | $13500.66     | 0.00%             | 2037-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                           | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                                           | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300851 | PA      | $2273869.54   | 0.12%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8130671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67056 | PA      | $1437.39      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604860.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1846 | PA      | $1816.68      | 0.00%             | 2027-02-10      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2089645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $2740.86      | 0.00%             | 2026-11-22      | Fixed         | 31.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6492212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11554 | PA      | $0.41         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611366.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $1430.72      | 0.00%             | 2027-02-11      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6385666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $0.00         | 0.00%             | 2034-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294827.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1114.23      | 0.00%             | 2027-05-21      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $633.21       | 0.00%             | 2027-02-11      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $879.77       | 0.00%             | 2027-06-13      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8076658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $16.08        | 0.00%             | 2036-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    937223 | PA      | $938471.01    | 0.05%             | 2045-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6494237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $0.00         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3414237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $0.00         | 0.00%             | 2032-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $669.76       | 0.00%             | 2026-12-21      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13542298.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8001 | PA      | $8112.41      | 0.00%             | 2027-05-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385Y2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9622 | PA      | $9762.65      | 0.00%             | 2040-06-01      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1715428.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1318.99      | 0.00%             | 2027-02-15      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6441111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $0.14         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7361057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $7.69         | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1752861.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3116 | PA      | $3105.39      | 0.00%             | 2027-04-06      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6764422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248 | PA      | $0.00         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435766.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1522.52      | 0.00%             | 2027-01-28      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6762927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $0.10         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3631012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $0.00         | 0.00%             | 2032-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8199561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1064.37      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1666464.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $2262.05      | 0.00%             | 2026-11-09      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5779587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4499783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $0.00         | 0.00%             | 2033-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7164732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $0.11         | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15869429.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1608.82      | 0.00%             | 2026-07-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5790251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7787720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $4.83         | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15750146.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $2279.87      | 0.00%             | 2026-08-21      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2438330.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1202.80      | 0.00%             | 2027-01-18      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| BAE Systems plc                                                         | BAE Systems plc                                                                                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3339400.65   | 0.17%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7984217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $950.35       | 0.00%             | 2036-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385HFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6896 | PA      | $6887.51      | 0.00%             | 2030-02-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1365165 | PA      | $1385645.46   | 0.07%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                              | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1022678 | PA      | $1024128.33   | 0.05%             | 2044-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5996138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $0.03         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5833649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7646 | PA      | $0.41         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital One Financial Corp.                                             | Capital One Financial Corp.                                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1435744.13   | 0.08%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11737893.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $3182.66      | 0.00%             | 2026-12-18      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7811277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $47.49        | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6632572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5568, Class FG                                                                      | CUSIP: 3137HMN89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7214819 | PA      | $7274631.70   | 0.38%             | 2055-08-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14811744.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12777 | PA      | $12986.30     | 0.00%             | 2027-07-19      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949765.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3932 | PA      | $3886.59      | 0.00%             | 2027-04-14      | Fixed         | 28.19%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410ECX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1496 | PA      | $1553.29      | 0.00%             | 2036-08-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8159049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5073 | PA      | $3528.55      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7027686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $0.55         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7296575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5158 | PA      | $18.14        | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $420.83       | 0.00%             | 2027-02-14      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                            | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305837.40    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7723857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $6.08         | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                             | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    618803 | PA      | $606813.58    | 0.03%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6462554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7251 | PA      | $0.00         | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4905832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6058 | PA      | $0.00         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4641955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13703 | PA      | $0.00         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                       | Corp. Nacional del Cobre de Chile                                                                 | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    820000 | PA      | $780225.65    | 0.04%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | Foreign Exchange EUR/JPY                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  26177000 | PA      | $238899.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2570795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2384.20      | 0.00%             | 2027-02-11      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6546312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7082 | PA      | $0.41         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1886267.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $2166.06      | 0.00%             | 2026-10-20      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604772.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7892 | PA      | $7716.04      | 0.00%             | 2027-07-10      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6567114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $0.06         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                     | Constellation Energy Generation LLC                                                               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    825000 | PA      | $823294.46    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2436660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $51.61        | 0.00%             | 2027-04-18      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5254769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7385423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $7.12         | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7367489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $3.99         | 0.00%             | 2035-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3726 | PA      | $3658.98      | 0.00%             | 2027-04-15      | Fixed         | 11.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8157388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $460.39       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3075 | PA      | $3027.06      | 0.00%             | 2027-01-25      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                        | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1470000 | PA      | $1360264.50   | 0.07%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                      | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                            | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    270830 | PA      | $270957.19    | 0.01%             | 2028-04-03      | Variable      | 6.92%                 | 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        |    466100 | PA      | $465711.18    | 0.02%             | 2032-01-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                              | Garda World Security Corp., First Lien, Twelfth Additional CME Term Loan                          | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    345380 | PA      | $345380.03    | 0.02%             | 2029-02-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4488928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $0.01         | 0.00%             | 2033-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4993580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7390664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10504 | PA      | $15.50        | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2027220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $445.20       | 0.00%             | 2026-11-15      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5250706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4514072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $0.00         | 0.00%             | 2033-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2609734.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $672.79       | 0.00%             | 2027-12-16      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11940530.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4882 | PA      | $4946.08      | 0.00%             | 2027-02-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                              | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263456 | PA      | $1265225.64   | 0.07%             | 2044-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   1120000 | PA      | $1140012.06   | 0.06%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14165096.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10483 | PA      | $10661.09     | 0.00%             | 2027-06-06      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class AS                                  | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1676000 | PA      | $1661434.22   | 0.09%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7939609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $363.34       | 0.00%             | 2035-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PSMC Trust                                                              | PSMC Trust, Series 2021-3, Class A3                                                               | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5812247 | PA      | $5305123.05   | 0.28%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385XKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11082 | PA      | $11228.99     | 0.00%             | 2033-07-01      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2755 | PA      | $2709.57      | 0.00%             | 2027-02-10      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| A&D Mortgage Trust                                                      | A&D Mortgage Trust, Series 2023-NQM2, Class A1                                                    | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    916595 | PA      | $917785.48    | 0.05%             | 2068-05-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6290969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.02         | 0.00%             | 2034-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047532.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1227.30      | 0.00%             | 2026-11-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7461507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21883 | PA      | $176.58       | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4626904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Principal Life Global Funding II                                        | Principal Life Global Funding II                                                                  | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2020101.44   | 0.11%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5950325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $0.03         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31386MLW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5653 | PA      | $5673.22      | 0.00%             | 2040-12-01      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406PP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38970 | PA      | $40020.69     | 0.00%             | 2035-04-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                            | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R                                           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502496.38   | 0.13%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16074588.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6445 | PA      | $6714.03      | 0.00%             | 2027-08-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Goat Holdco LLC                                                         | Goat Holdco LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    397851 | PA      | $398455.44    | 0.02%             | 2032-01-27      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                             | Creative Artists Agency LLC, First Lien, CME Term Loan                                            | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    569822 | PA      | $569941.51    | 0.03%             | 2031-10-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23400000 | PA      | $28900161.45  | 1.51%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293082.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $760.76       | 0.00%             | 2026-12-21      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7203363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8775 | PA      | $6.95         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6182359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $0.00         | 0.00%             | 2034-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5845026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $0.01         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8121851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $647.95       | 0.00%             | 2036-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7436351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9358 | PA      | $28.03        | 0.00%             | 2035-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3760407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $0.00         | 0.00%             | 2032-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Guatemala                                                   | Guatemala Government Bond                                                                         | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1540000 | PA      | $1548585.50   | 0.08%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12408565.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7148 | PA      | $7398.51      | 0.00%             | 2027-03-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4790074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $0.00         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                    | Colombia Government Bond                                                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    730000 | PA      | $765040.00    | 0.04%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3948363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $0.03         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7071249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7885 | PA      | $1.87         | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 3138EGBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226923 | PA      | $235771.66    | 0.01%             | 2035-09-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612449.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $2924.54      | 0.00%             | 2027-02-11      | Fixed         | 20.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5554806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $0.00         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7111 | PA      | $7022.25      | 0.00%             | 2027-04-14      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7987855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $25.59        | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5610840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7751 | PA      | $0.22         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5123250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7101561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27006 | PA      | $12.32        | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7039769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3895 | PA      | $1.63         | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                              | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8448343 | PA      | $8119166.77   | 0.43%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7092138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $2.22         | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $515.51       | 0.00%             | 2026-11-22      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7680242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16681 | PA      | $119.93       | 0.00%             | 2035-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6985273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $22.55        | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7727004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $460.10       | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1654907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2549.39      | 0.00%             | 2026-11-12      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7012805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $0.19         | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296777.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $2674.10      | 0.00%             | 2026-12-22      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385WVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       340 | PA      | $340.49       | 0.00%             | 2027-09-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5894262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6335 | PA      | $0.32         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6426793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $0.00         | 0.00%             | 2034-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404GL66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7221 | PA      | $7409.71      | 0.00%             | 2034-03-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                     | Suzano Austria GmbH                                                                               | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1120000 | PA      | $1158251.36   | 0.06%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7786619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392 | PA      | $39.66        | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5754674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $0.06         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5934510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                            | Lavender Dutch BorrowerCo BV, First Lien, USD CME Term Loan, B                                    | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    231489 | PA      | $232550.76    | 0.01%             | 2032-12-02      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                       | Solstice Advanced Materials, Inc., First Lien, CME Term Loan, B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    244898 | PA      | $246352.61    | 0.01%             | 2032-10-29      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950648.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $617.17       | 0.00%             | 2028-02-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                       | SMBC Aviation Capital Finance DAC                                                                 | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   6500000 | PA      | $6643262.86   | 0.35%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4862382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $0.11         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2438118.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $2735.34      | 0.00%             | 2027-01-18      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5510, Class FK                                                                      | CUSIP: 3137HJMR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4468974 | PA      | $4499918.78   | 0.24%             | 2055-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1715574.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $730.45       | 0.00%             | 2026-09-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6032149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $0.45         | 0.00%             | 2034-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15054747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3921 | PA      | $4021.12      | 0.00%             | 2026-07-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5972193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $0.00         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406A3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29794 | PA      | $30698.84     | 0.00%             | 2034-12-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5742284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5670 | PA      | $0.25         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $1023.94      | 0.00%             | 2026-12-22      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948803.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1432 | PA      | $1421.65      | 0.00%             | 2027-04-14      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5132890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30012 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5506 | PA      | $5354.91      | 0.00%             | 2027-11-14      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3559884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $0.00         | 0.00%             | 2032-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951315.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2299.55      | 0.00%             | 2027-09-14      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5937710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9403 | PA      | $0.14         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8084848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $11.27        | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SLM Corp.                                                               | SLM Corp.                                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032486.00   | 0.05%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust                                            | Tesla Electric Vehicle Trust, Series 2023-1, Class A3                                             | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4393496 | PA      | $4436275.02   | 0.23%             | 2028-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15742698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9264 | PA      | $9726.25      | 0.00%             | 2027-09-20      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7466750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4423 | PA      | $24.70        | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6157670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $0.04         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2608240.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3794 | PA      | $3737.71      | 0.00%             | 2027-02-11      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class AS                                     | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2517188 | PA      | $2504935.08   | 0.13%             | 2051-06-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7957118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2657 | PA      | $1819.60      | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6390840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3830 | PA      | $0.00         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Var Energi ASA                                                          | Var Energi ASA                                                                                    | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $4231538.48   | 0.22%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2437637.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $563.70       | 0.00%             | 2027-01-18      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406N6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2756 | PA      | $2792.63      | 0.00%             | 2035-04-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7863894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $39.18        | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4563389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $0.00         | 0.00%             | 2033-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                    | BBCMS Mortgage Trust, Series 2025-5C34, Class XA                                                  | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61967905 | PA      | $2771688.04   | 0.15%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5438, Class FB                                                                      | CUSIP: 3137HF7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4115072 | PA      | $4131823.54   | 0.22%             | 2054-08-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3625 | PA      | $263.94       | 0.00%             | 2026-11-15      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5322693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $0.16         | 0.00%             | 2033-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7868834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $47.83        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7840060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $225.98       | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                      | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8429573 | PA      | $8485886.23   | 0.44%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6965888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1187 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                         | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A3                                       | CUSIP: 12595JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700215 | PA      | $2695958.98   | 0.14%             | 2050-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610020.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $99.56        | 0.00%             | 2027-07-11      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4189414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $0.04         | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                         | Citigroup, Inc.                                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2601487.62   | 0.14%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407WTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8985 | PA      | $9205.28      | 0.00%             | 2035-09-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $722395.82    | 0.04%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7026048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $0.00         | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $187.83       | 0.00%             | 2027-01-18      | Fixed         | 5.66%                 | No            |                  3 | On Loan: No      |
| RR 14 Ltd.                                                              | RR 14 Ltd., Series 2021-14A, Class A1                                                             | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |  23418000 | PA      | $23445259.35  | 1.23%             | 2036-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2614143.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $961.88       | 0.00%             | 2027-02-11      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6447640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $0.08         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4623698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4549 | PA      | $0.00         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5615484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9295 | PA      | $0.30         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2605446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1171.15      | 0.00%             | 2027-02-10      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| N/A                                                                     | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | -98200000 | PA      | $-11694.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7450900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $77.63        | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC, First Lien, Debtor-In-Possession Roll Up CME Term Loan                    | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208110 | PA      | $1639.90      | 0.00%             | 2026-06-29      | Variable      | 13.76%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4866679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949738.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $745.38       | 0.00%             | 2027-04-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5156676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $0.03         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Power Finance Corp. Ltd.                                                | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |   1190000 | PA      | $1158088.33   | 0.06%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2083090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       177 | PA      | $174.97       | 0.00%             | 2026-11-22      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| American Express Co.                                                    | American Express Co.                                                                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6724652.58   | 0.35%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3849313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.01         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6649665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $0.00         | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Express Credit Account Master Trust                            | American Express Credit Account Master Trust, Series 2023-1, Class A                              | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  10380000 | PA      | $10412890.07  | 0.55%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust, Series 2016-C3, Class A4                                     | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4928000 | PA      | $4885863.14   | 0.26%             | 2049-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5135982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11822 | PA      | $1.04         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5161 | PA      | $5075.35      | 0.00%             | 2027-02-10      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6499996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $0.00         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388RDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20630 | PA      | $20796.52     | 0.00%             | 2031-11-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7899916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $809.25       | 0.00%             | 2035-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7938565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1744 | PA      | $435.15       | 0.00%             | 2035-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                      | RGA Global Funding                                                                                | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2176292.27   | 0.11%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15597460.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11368 | PA      | $11545.89     | 0.00%             | 2027-06-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16724945.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5322 | PA      | $5343.83      | 0.00%             | 2027-08-03      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7240071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $1.15         | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31413GK90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3066 | PA      | $3140.73      | 0.00%             | 2037-08-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407PJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2690 | PA      | $2761.37      | 0.00%             | 2035-10-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6767980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6752 | PA      | $0.78         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7220564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $0.92         | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7478441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $6.42         | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31364SPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       965 | PA      | $946.17       | 0.00%             | 2030-09-01      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7347685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $99.20        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5462926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $0.07         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14194952.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7477 | PA      | $7718.59      | 0.00%             | 2027-06-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188615522.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5273 | PA      | $5304.78      | 0.00%             | 2027-04-21      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5102362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26662 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6977932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $0.32         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       836 | PA      | $822.54       | 0.00%             | 2027-02-10      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6020766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $0.00         | 0.00%             | 2034-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2433061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2532.56      | 0.00%             | 2027-06-14      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14057334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $2899.20      | 0.00%             | 2026-06-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4799750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.00         | 0.00%             | 2033-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1687826.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3034 | PA      | $3036.95      | 0.00%             | 2027-01-12      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411YBZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12626 | PA      | $13014.86     | 0.00%             | 2037-04-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                              | Korea Electric Power Corp.                                                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   2800000 | PA      | $2807256.14   | 0.15%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $4425.58      | 0.00%             | 2026-12-22      | Fixed         | 21.61%                | No            |                  3 | On Loan: No      |
| Adeia, Inc.                                                             | Adeia, Inc., First Lien, Initial CME Term Loan, B6                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    395454 | PA      | $395947.93    | 0.02%             | 2028-06-08      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7002610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17254 | PA      | $0.00         | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607306.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $985.37       | 0.00%             | 2027-02-10      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                               | CIM Trust, Series 2019-INV1, Class A1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40901 | PA      | $39388.67     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5588652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.05         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4207561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2032-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188528665.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $2736.32      | 0.00%             | 2027-04-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4006108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3609 | PA      | $0.20         | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6785551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $0.00         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407BZK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3547 | PA      | $3617.30      | 0.00%             | 2035-07-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7229617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4248 | PA      | $10.87        | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4796271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $0.42         | 0.00%             | 2033-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                           | Voya CLO Ltd., Series 2019-3A, Class AR                                                           | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1309170 | PA      | $1313535.54   | 0.07%             | 2032-10-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2614310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $876.35       | 0.00%             | 2027-02-11      | Fixed         | 33.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14709072.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3107 | PA      | $3116.38      | 0.00%             | 2027-07-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2048749.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $703.50       | 0.00%             | 2026-11-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| GNMA                                                                    | GNMA, Series 2020-189, Class IA                                                                   | CUSIP: 38382MFJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15678826 | PA      | $3451312.55   | 0.18%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9872.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                                                    | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224537 | PA      | $225378.78    | 0.01%             | 2032-09-17      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2608113.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       311 | PA      | $305.38       | 0.00%             | 2027-02-10      | Fixed         | 28.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8074973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1499 | PA      | $593.91       | 0.00%             | 2036-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1689608.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4844 | PA      | $5024.15      | 0.00%             | 2027-01-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7777130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6864 | PA      | $513.02       | 0.00%             | 2035-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6286798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $0.16         | 0.00%             | 2034-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6122715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45745 | PA      | $2.03         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616432.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2331 | PA      | $2306.78      | 0.00%             | 2027-02-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6653616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $0.40         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5075271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $0.09         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2275119.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6684 | PA      | $6563.76      | 0.00%             | 2026-12-22      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Charlotte Buyer, Inc.                                                   | Charlotte Buyer, Inc., First Lien, Second Refinancing CME Term Loan                               | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465474 | PA      | $455801.01    | 0.02%             | 2028-02-11      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3297660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $0.00         | 0.00%             | 2032-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2300319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $906.53       | 0.00%             | 2026-12-22      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                  | Truist Financial Corp.                                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7659878.97   | 0.40%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                    | Colombia Government Bond                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $468244.07    | 0.02%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3419699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10480 | PA      | $0.01         | 0.00%             | 2032-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11743539.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1471.61      | 0.00%             | 2026-12-23      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14688354.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9683 | PA      | $9825.70      | 0.00%             | 2027-06-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14688586.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10418 | PA      | $10623.34     | 0.00%             | 2027-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8107578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $552.18       | 0.00%             | 2036-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BAT Capital Corp.                                                       | BAT Capital Corp.                                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1951394.49   | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                             | Nigeria Government Bond                                                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    860000 | PA      | $915962.30    | 0.05%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047393.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2196.48      | 0.00%             | 2026-11-15      | Fixed         | 14.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7985368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $38.12        | 0.00%             | 2036-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2297392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $392.30       | 0.00%             | 2026-12-22      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7348507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $7.88         | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6688197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5403 | PA      | $0.05         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                              | Warnermedia Holdings, Inc.                                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1746010.44   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                          | Home Partners of America Trust, Series 2021-3, Class B                                            | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1347053 | PA      | $1269528.22   | 0.07%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4535094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3118 | PA      | $0.06         | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6139899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5390 | PA      | $0.15         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11752109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4683 | PA      | $705.87       | 0.00%             | 2026-12-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7921388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $102.86       | 0.00%             | 2035-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3177 | PA      | $3104.66      | 0.00%             | 2027-04-14      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7353683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $13.70        | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WULF Compute LLC                                                        | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $480217.00    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12659 | PA      | $13094.22     | 0.00%             | 2037-08-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                 | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1510000 | PA      | $1540431.56   | 0.08%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5867284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $0.07         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Turkiye (The)                                               | Turkiye Government Bond                                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   1090000 | PA      | $1162750.24   | 0.06%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2292250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4207 | PA      | $4132.44      | 0.00%             | 2027-06-01      | Fixed         | 12.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4585539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                       | Chase Home Lending Mortgage Trust, Series 2024-7, Class A11                                       | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    598364 | PA      | $603540.95    | 0.03%             | 2055-06-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13914635.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3646 | PA      | $3718.55      | 0.00%             | 2027-12-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2605310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1542.56      | 0.00%             | 2027-02-10      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4229796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $0.06         | 0.00%             | 2032-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6003010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $0.01         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Trust                                                                | BX Trust, Series 2025-VOLT, Class A                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1389000 | PA      | $1397864.04   | 0.07%             | 2044-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3336181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7935 | PA      | $0.15         | 0.00%             | 2032-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8146384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10073 | PA      | $267.76       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7575416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $15.48        | 0.00%             | 2035-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385HJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       397 | PA      | $395.00       | 0.00%             | 2034-09-01      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6063093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3406 | PA      | $0.00         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7987790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1029.23      | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6306494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $0.00         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6646778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2271 | PA      | $0.34         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                            | Exelon Corp.                                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6992918.45   | 0.37%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1885346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $565.18       | 0.00%             | 2026-10-20      | Fixed         | 12.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2427919.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3355 | PA      | $2545.88      | 0.00%             | 2027-01-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7370441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9362 | PA      | $43.27        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8205130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $34.86        | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5869 | PA      | $5755.04      | 0.00%             | 2027-01-14      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| PMT Loan Trust                                                          | PMT Loan Trust, Series 2025-J2, Class A11                                                         | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430934 | PA      | $433007.10    | 0.02%             | 2056-08-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2049409.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $3004.31      | 0.00%             | 2026-11-15      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4681090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405KZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2884 | PA      | $2915.30      | 0.00%             | 2034-09-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4044447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14344 | PA      | $0.37         | 0.00%             | 2032-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7901578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $692.58       | 0.00%             | 2035-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2024-NQM1, Class A1                                       | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1262392 | PA      | $1273628.34   | 0.07%             | 2063-12-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4329 | PA      | $4268.94      | 0.00%             | 2027-01-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                                       | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3829400 | PA      | $3856561.82   | 0.20%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14057201.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4342 | PA      | $4476.94      | 0.00%             | 2027-06-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7947625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $29.08        | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6213794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $0.20         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31382UUW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2877 | PA      | $2904.95      | 0.00%             | 2028-12-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                          | DTE Energy Co.                                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2228143.87   | 0.12%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust, Series 2025-CES2, Class A1                                   | CUSIP: 36273BAA7<br>LEI: 254900U0V0TUGIF39T29 | Long             | ABS-O            | CORP              | US        |   1777467 | PA      | $1788792.73   | 0.09%             | 2055-09-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385JFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1060 | PA      | $1081.08      | 0.00%             | 2031-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1708223.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $888.64       | 0.00%             | 2026-09-15      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1665225.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $899.77       | 0.00%             | 2026-11-18      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6767251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $0.01         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31414BLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77088 | PA      | $79917.79     | 0.00%             | 2038-01-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7314028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12817 | PA      | $23.48        | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385Y6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9576 | PA      | $9671.89      | 0.00%             | 2030-11-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1715513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9760 | PA      | $9600.74      | 0.00%             | 2027-02-15      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15653357.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3315 | PA      | $3403.61      | 0.00%             | 2027-07-04      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7982077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $453.47       | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5075710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $0.26         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petronas Capital Ltd.                                                   | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1510000 | PA      | $1557118.51   | 0.08%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610465.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $4170.37      | 0.00%             | 2027-02-11      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                               | First Student Bidco, Inc., First Lien, CME Term Loan, B                                           | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    436757 | PA      | $436848.66    | 0.02%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    525000 | PA      | $523286.07    | 0.03%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | 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        |    351011 | PA      | $78758.08     | 0.00%             | 2028-11-01      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4413064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $0.00         | 0.00%             | 2033-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2613750.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $844.89       | 0.00%             | 2027-02-11      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4873268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6701 | PA      | $0.21         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2297741.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $1272.73      | 0.00%             | 2026-12-22      | Fixed         | 8.43%                 | No            |                  3 | On Loan: No      |
| RAAC Trust                                                              | RAAC Trust, Series 2004-SP1, Class AII                                                            | CUSIP: 7609855V9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48661 | PA      | $48593.99     | 0.00%             | 2034-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5856105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6962075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $0.02         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13483981.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4319 | PA      | $4455.27      | 0.00%             | 2027-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                              | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1R                                            | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3130000 | PA      | $3137131.62   | 0.16%             | 2034-04-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2299026.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1053 | PA      | $1033.85      | 0.00%             | 2026-12-25      | Fixed         | 7.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7423709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $254.25       | 0.00%             | 2035-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $620.59       | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6220076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3725 | PA      | $0.06         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7980290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18424 | PA      | $492.83       | 0.00%             | 2036-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047240.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $37.75        | 0.00%             | 2026-11-15      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1053.07      | 0.00%             | 2026-12-22      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3437194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4280865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7930 | PA      | $0.26         | 0.00%             | 2032-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5330101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1778 | PA      | $0.18         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                     | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691487.02    | 0.04%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                        | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5143364.60   | 0.27%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd.                                                            | Home Re Ltd., Series 2026-1, Class M1A                                                            | CUSIP: 436956AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004000 | PA      | $1007055.27   | 0.05%             | 2036-01-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust, Series 2025-H1, Class A1                                                    | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1522960 | PA      | $1543669.41   | 0.08%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949810.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4020 | PA      | $3961.96      | 0.00%             | 2027-04-14      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5901715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $0.20         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31412EU61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5994 | PA      | $6033.92      | 0.00%             | 2037-05-01      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7141603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $5.63         | 0.00%             | 2035-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991830633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3344944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.00         | 0.00%             | 2032-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607986.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17750 | PA      | $16995.97     | 0.00%             | 2029-07-10      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7730750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32835 | PA      | $401.75       | 0.00%             | 2035-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6611828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $0.07         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5075922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $0.00         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of Montreal                                                        | Bank of Montreal                                                                                  | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2709570.85   | 0.14%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432353.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5574 | PA      | $3924.70      | 0.00%             | 2027-11-20      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7966867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $156.68       | 0.00%             | 2036-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 1M2                              | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    135809 | PA      | $136425.58    | 0.01%             | 2028-08-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5114631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $0.00         | 0.00%             | 2033-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14041540.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6844 | PA      | $6930.45      | 0.00%             | 2027-05-03      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6353710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4027 | PA      | $0.51         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7196193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $3.69         | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                              | Bio-Rad Laboratories, Inc.                                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893559.31    | 0.05%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2431798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $2856.10      | 0.00%             | 2027-01-14      | Fixed         | 6.68%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423715.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $337.32       | 0.00%             | 2027-01-13      | Fixed         | 32.57%                | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                        | CVS Health Corp.                                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4803003.60   | 0.25%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11703116.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3580 | PA      | $3685.19      | 0.00%             | 2027-02-05      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                              | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160423 | PA      | $160757.72    | 0.01%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4655105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $0.00         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7441240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $11.04        | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2430692.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2294 | PA      | $2257.91      | 0.00%             | 2027-01-14      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6480 | PA      | $6376.84      | 0.00%             | 2027-02-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1743968.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8195 | PA      | $8060.63      | 0.00%             | 2028-03-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949268.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1542.04      | 0.00%             | 2027-04-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6511415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $0.07         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7220676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1.66         | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                | U.S. Treasury Bonds                                                                               | CUSIP: 912833QB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42300000 | PA      | $39721228.72  | 2.08%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2429622.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $504.51       | 0.00%             | 2027-11-14      | Fixed         | 15.13%                | No            |                  3 | On Loan: No      |
| HOMES Trust                                                             | HOMES Trust, Series 2025-NQM1, Class A1                                                           | CUSIP: 43761DAA8<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |   7980201 | PA      | $8067721.86   | 0.42%             | 2070-01-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4606526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $0.01         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust, Series 2025-3, Class A                                        | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6890000 | PA      | $6913521.77   | 0.36%             | 2026-09-23      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6630658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                      | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    533662 | PA      | $531727.39    | 0.03%             | 2028-10-04      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                                       | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    497475 | PA      | $493370.58    | 0.03%             | 2029-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5053049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $0.00         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2295496.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       722 | PA      | $714.32       | 0.00%             | 2026-12-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7800202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10005 | PA      | $103.67       | 0.00%             | 2035-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1752456.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2359 | PA      | $545.14       | 0.00%             | 2027-04-05      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13849753.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9499 | PA      | $9614.12      | 0.00%             | 2027-05-20      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| A&D Mortgage Trust                                                      | A&D Mortgage Trust, Series 2023-NQM3, Class A1                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1748769 | PA      | $1763070.10   | 0.09%             | 2068-07-25      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5790156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $0.11         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                       | Alliant Holdings Intermediate LLC, First Lien, Initial CME Term Loan                              | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    443261 | PA      | $442498.88    | 0.02%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6696314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $0.00         | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $935.05       | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8157766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6243 | PA      | $3590.54      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1742753.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4305 | PA      | $4290.21      | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15137192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6101 | PA      | $6178.07      | 0.00%             | 2027-07-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7462684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $8.76         | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298544.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $708.60       | 0.00%             | 2026-12-22      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-77, Class DF                                                                    | CUSIP: 3136BTWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8093821 | PA      | $8172735.98   | 0.43%             | 2053-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2095277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $3927.68      | 0.00%             | 2026-11-22      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948840.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5620 | PA      | $5550.25      | 0.00%             | 2027-04-28      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5694516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7839709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684 | PA      | $78.50        | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12119826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15216 | PA      | $15383.69     | 0.00%             | 2027-04-16      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2427445.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1826.74      | 0.00%             | 2027-01-13      | Fixed         | 7.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8087504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $25.79        | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6484618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4048 | PA      | $0.20         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6669152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25018 | PA      | $0.75         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8170308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42780 | PA      | $1880.92      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust, Series 2024-H5, Class A1                                                    | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264111 | PA      | $1279773.10   | 0.07%             | 2069-08-26      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3953788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4891549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3445 | PA      | $0.09         | 0.00%             | 2033-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7389557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $0.89         | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5062108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $0.00         | 0.00%             | 2033-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5956226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5662 | PA      | $0.00         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427076.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $1987.68      | 0.00%             | 2027-01-13      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $1629.12      | 0.00%             | 2027-01-13      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608712.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1105 | PA      | $1086.88      | 0.00%             | 2027-02-10      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3842781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10067 | PA      | $0.77         | 0.00%             | 2032-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6736022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $0.00         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kleopatra Finco SARL                                                    | Kleopatra Finco SARL, First Lien, USD Debtor-In-Possession CME Term Loan Term Loan                | CUSIP: L5841WAG3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    244480 | PA      | $219623.98    | 0.01%             | 2026-08-07      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $1455.59      | 0.00%             | 2027-04-14      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11694004.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11177 | PA      | $11295.36     | 0.00%             | 2026-12-23      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| N/A                                                                     | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  12100000 | PA      | $321958.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297301.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $53.53        | 0.00%             | 2026-12-22      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                    | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    336301 | PA      | $337667.86    | 0.02%             | 2032-09-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust, Series 2024-CES1, Class A1A                                            | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1479219 | PA      | $1489816.22   | 0.08%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3411766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5695 | PA      | $0.61         | 0.00%             | 2032-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2292373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $482.95       | 0.00%             | 2026-12-22      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7055970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $1.35         | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital One Financial Corp.                                             | Capital One Financial Corp.                                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6967207.66   | 0.37%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1710686.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3017 | PA      | $3084.00      | 0.00%             | 2027-02-18      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5183474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $0.00         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7631341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4005 | PA      | $47.88        | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2697 | PA      | $2668.99      | 0.00%             | 2027-01-21      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Pinnacle Buyer LLC                                                      | Pinnacle Buyer LLC, First Lien, Initial CME Term Loan, B                                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    198222 | PA      | $198767.15    | 0.01%             | 2032-10-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8204568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2542.29      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                   | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1593491.96   | 0.08%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2437 | PA      | $2403.78      | 0.00%             | 2026-11-15      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                               | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3218803.04   | 0.17%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $318.22       | 0.00%             | 2026-12-22      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3452149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.02         | 0.00%             | 2032-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Campbell's Co. (The)                                                    | Campbell's Co. (The)                                                                              | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3342483.21   | 0.18%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7914492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $10.74        | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                    | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-6, Class 3A1                    | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99755 | PA      | $55911.58     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096292.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2022 | PA      | $1999.46      | 0.00%             | 2026-11-22      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5628952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4403 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6965159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6724 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-98, Class FA                                                                    | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6140465 | PA      | $6188677.16   | 0.32%             | 2053-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17250115.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2781 | PA      | $2816.58      | 0.00%             | 2027-09-09      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15032228.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $70.55        | 0.00%             | 2035-09-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1700571.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $166.62       | 0.00%             | 2036-01-24      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7153341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $5.32         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                         | Citigroup, Inc.                                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2158170.80   | 0.11%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6781242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $0.00         | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $999.64       | 0.00%             | 2027-02-11      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1674065.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $4593.82      | 0.00%             | 2026-12-16      | Fixed         | 27.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6265155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $0.29         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $555.54       | 0.00%             | 2027-04-14      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7600963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4304 | PA      | $14.01        | 0.00%             | 2035-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403DLF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18800 | PA      | $19368.01     | 0.00%             | 2036-05-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4992493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $0.01         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4481855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $0.04         | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7009259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $0.72         | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7384366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $6.08         | 0.00%             | 2035-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188415292.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15340 | PA      | $15435.82     | 0.00%             | 2028-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5924210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11933 | PA      | $1.74         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $801.26       | 0.00%             | 2027-01-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4556489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2476 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14329001.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $1104.25      | 0.00%             | 2026-06-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                          | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2730195.00   | 0.14%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                       | BAT Capital Corp.                                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663197.91    | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                                           | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $887996.34    | 0.05%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1166.43      | 0.00%             | 2027-01-14      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5420, Class CF                                                                      | CUSIP: 3137HD7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3385599 | PA      | $3404906.79   | 0.18%             | 2054-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6608828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43918 | PA      | $0.33         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8143126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10383 | PA      | $5740.52      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3988483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6804 | PA      | $0.26         | 0.00%             | 2032-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7971048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $356.20       | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436314.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1515.46      | 0.00%             | 2027-01-18      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7162414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $0.68         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2144 | PA      | $2118.44      | 0.00%             | 2027-04-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7673560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $24.89        | 0.00%             | 2035-10-08      | 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: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    351029 | PA      | $351541.42    | 0.02%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2606754.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1360 | PA      | $1340.29      | 0.00%             | 2027-02-10      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4867691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                                       | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550535 | PA      | $3596849.55   | 0.19%             | 2064-03-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8058016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $673.90       | 0.00%             | 2036-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7487387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $23.67        | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2603425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1108.63      | 0.00%             | 2027-02-10      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8016211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $33.94        | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $770.71       | 0.00%             | 2026-12-22      | Fixed         | 21.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7942994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $7.22         | 0.00%             | 2035-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6207369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $0.00         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6414098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $0.00         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15758289.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5001 | PA      | $5263.70      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612816.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $5998.42      | 0.00%             | 2027-02-14      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2615716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $1233.28      | 0.00%             | 2027-12-21      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6025558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7572492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5502 | PA      | $58.06        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8117025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $467.85       | 0.00%             | 2036-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO Mortgage Trust, Series 2025-5C10, Class XA                                                    | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41286447 | PA      | $2032123.04   | 0.11%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434635.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4913 | PA      | $4817.25      | 0.00%             | 2027-01-14      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6407824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $0.00         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048606.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2547 | PA      | $2508.69      | 0.00%             | 2026-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6155930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9003 | PA      | $0.00         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC, First Lien, USD Debtor-In-Possession New Money CME Term Loan              | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178621 | PA      | $26942.32     | 0.00%             | 2026-06-29      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15594246.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13014 | PA      | $13661.88     | 0.00%             | 2027-08-30      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14840263.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12638 | PA      | $12888.43     | 0.00%             | 2027-12-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7068868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $1.35         | 0.00%             | 2035-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                              | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784801 | PA      | $1767914.52   | 0.09%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7275203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4292 | PA      | $6.62         | 0.00%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5718687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $97.31        | 0.00%             | 2026-11-15      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7406047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $2.69         | 0.00%             | 2035-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6270473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $0.02         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                   | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw Term Loan, B     | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      8160 | PA      | $8129.51      | 0.00%             | 2032-04-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31378A3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       876 | PA      | $877.93       | 0.00%             | 2026-11-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LLP                                        | Provident Funding Associates LLP, Series 2021-J1, Class A3                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   1233209 | PA      | $1112759.63   | 0.06%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612720.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $316.17       | 0.00%             | 2027-02-11      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4555245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4885 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5830235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10562 | PA      | $0.27         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                         | Citigroup, Inc.                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4895521.84   | 0.26%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAFL Issuer LP                                                          | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                                       | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757000 | PA      | $763874.24    | 0.04%             | 2040-05-28      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2613480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2842 | PA      | $2797.66      | 0.00%             | 2027-02-11      | Fixed         | 14.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2438349.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.32        | 0.00%             | 2027-01-18      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951687.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $2771.80      | 0.00%             | 2027-04-14      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1715518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4480 | PA      | $3346.05      | 0.00%             | 2027-02-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951427.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2436 | PA      | $2404.40      | 0.00%             | 2027-04-14      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6868681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $0.00         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3371556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $0.06         | 0.00%             | 2032-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC        | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $410540.06    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7188015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $2.89         | 0.00%             | 2035-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404XE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14889 | PA      | $15252.81     | 0.00%             | 2034-08-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5474055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $0.14         | 0.00%             | 2033-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2049153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2415 | PA      | $2379.03      | 0.00%             | 2026-11-15      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Madison Park Funding XLV Ltd.                                           | Madison Park Funding XLV Ltd., Series 2020-45A, Class ARR                                         | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7013972.55   | 0.37%             | 2034-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6362699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42087 | PA      | $0.66         | 0.00%             | 2034-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2288385.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1154.66      | 0.00%             | 2026-12-21      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6571593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12852 | PA      | $0.00         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7673962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5478 | PA      | $78.94        | 0.00%             | 2035-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6609650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3296 | PA      | $0.00         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2288091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2308 | PA      | $2274.60      | 0.00%             | 2026-12-22      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11694428.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $520.08       | 0.00%             | 2026-12-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1887570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $722.24       | 0.00%             | 2026-10-20      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1488.58      | 0.00%             | 2027-04-14      | Fixed         | 29.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7554908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $14.66        | 0.00%             | 2035-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1254 | PA      | $1235.93      | 0.00%             | 2027-02-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7005506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18115 | PA      | $3.42         | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5588007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16177 | PA      | $0.08         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1885177.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1298.31      | 0.00%             | 2026-10-20      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403GCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4836 | PA      | $4993.24      | 0.00%             | 2033-09-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6936577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $0.00         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1888552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6571 | PA      | $1286.07      | 0.00%             | 2026-10-20      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15676938.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1597.93      | 0.00%             | 2026-07-06      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $460.48       | 0.00%             | 2026-12-22      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410F3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6474 | PA      | $6712.61      | 0.00%             | 2036-06-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7199286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19004 | PA      | $137.77       | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                  | Citadel Securities Global Holdings LLC, First Lien, 2024 CME Term Loan                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    517388 | PA      | $518751.48    | 0.03%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4225 | PA      | $4158.08      | 0.00%             | 2027-02-11      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                            | Oracle Corp.                                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1489157.33   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7741295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $28.08        | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2300018.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1732 | PA      | $1716.99      | 0.00%             | 2026-12-22      | Fixed         | 31.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2295931.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3097 | PA      | $3026.11      | 0.00%             | 2026-12-27      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15584134.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9793 | PA      | $9926.27      | 0.00%             | 2027-08-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3521469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $0.00         | 0.00%             | 2032-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                 | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246256 | PA      | $246200.86    | 0.01%             | 2031-02-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404QHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38179 | PA      | $38817.15     | 0.00%             | 2034-05-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |   1188356 | PA      | $1198637.44   | 0.06%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15045243.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8012 | PA      | $8328.91      | 0.00%             | 2027-08-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7351639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $9.17         | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4315085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $0.10         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7516624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $151.10       | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11171 | PA      | $540.88       | 0.00%             | 2027-07-14      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4925972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7444 | PA      | $0.69         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6486219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $0.00         | 0.00%             | 2034-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5179416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1658917.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2880 | PA      | $2879.00      | 0.00%             | 2026-11-09      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6991196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8279 | PA      | $2.42         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5803772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7789785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $24.86        | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class C                                   | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332117 | PA      | $327316.17    | 0.02%             | 2048-11-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8084982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2214 | PA      | $61.39        | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8006609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $183.01       | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7946958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $92.03        | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1                                       | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2128434 | PA      | $2146514.71   | 0.11%             | 2063-10-25      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       613 | PA      | $606.08       | 0.00%             | 2027-04-14      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6944390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $0.00         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Meta Platforms, Inc.                                                    | Meta Platforms, Inc.                                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4702942.58   | 0.25%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4710517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $0.02         | 0.00%             | 2033-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust, Series 2016-GS3, Class A3                                           | CUSIP: 36251PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3745707 | PA      | $3726255.54   | 0.20%             | 2049-10-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                       | Knife River Corp., First Lien, CME Term Loan, B                                                   | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56870 | PA      | $57225.97     | 0.00%             | 2032-03-08      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5345 | PA      | $5272.20      | 0.00%             | 2026-12-22      | Fixed         | 15.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4829812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $0.03         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14188625.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8851 | PA      | $993.89       | 0.00%             | 2027-07-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6014176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominican Republic                                                      | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1520000 | PA      | $1541280.00   | 0.08%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5862719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $0.02         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6404445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $0.03         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298545.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $3946.46      | 0.00%             | 2026-12-22      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296638.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $28.20        | 0.00%             | 2026-12-22      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6645397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $0.00         | 0.00%             | 2034-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14219059.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4827 | PA      | $4870.08      | 0.00%             | 2027-06-16      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $7.59         | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6938046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $0.00         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $775.89       | 0.00%             | 2027-04-14      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3232249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $0.00         | 0.00%             | 2032-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4600950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $0.00         | 0.00%             | 2033-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6226503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $0.00         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6969701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $9.08         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608032.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $2483.06      | 0.00%             | 2029-02-10      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3436460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17143594.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2705 | PA      | $2726.00      | 0.00%             | 2026-09-07      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley, Series I                                                                          | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3662884.82   | 0.19%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                     | Bausch + Lomb Corp., First Lien, 2025-2 Refinancing CME Term Loan                                 | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    323923 | PA      | $326757.50    | 0.02%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6153219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $0.03         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8158900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2749 | PA      | $47.60        | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4990427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $0.11         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430601.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4325 | PA      | $4256.65      | 0.00%             | 2027-01-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6220695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23011 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2049386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2175 | PA      | $1543.65      | 0.00%             | 2027-04-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13628755.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3830 | PA      | $3962.50      | 0.00%             | 2027-05-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436823.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1225 | PA      | $1209.40      | 0.00%             | 2027-01-18      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7210899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25899 | PA      | $41.55        | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6776064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32761 | PA      | $0.00         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8212774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1957 | PA      | $1059.87      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7463744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $12.38        | 0.00%             | 2035-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK5 Trust                                                             | BANK5 Trust, Series 2025-5YR15, Class XA                                                          | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34979193 | PA      | $1669402.99   | 0.09%             | 2058-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1887062.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1019 | PA      | $1006.45      | 0.00%             | 2026-10-20      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4660611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6971273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $0.45         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8143539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $422.05       | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7340672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21574 | PA      | $58.49        | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13485505.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $2834.85      | 0.00%             | 2026-05-22      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7002426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $0.00         | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2934626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $2076.71      | 0.00%             | 2027-04-14      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8038749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $3.97         | 0.00%             | 2036-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flutter Financing BV                                                    | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    343442 | PA      | $343527.91    | 0.02%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6033308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $0.09         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3437850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $0.00         | 0.00%             | 2032-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7316316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7722 | PA      | $13.95        | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8009940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $890.52       | 0.00%             | 2036-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                   | Dominion Energy, Inc., Series D                                                                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1292639.23   | 0.07%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6941070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $0.00         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4839467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alphabet, Inc.                                                          | Alphabet, Inc.                                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2838099.39   | 0.15%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950242.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $1307.39      | 0.00%             | 2028-02-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                       | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3404140.06   | 0.18%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1754274.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1071.20      | 0.00%             | 2027-04-07      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5389 | PA      | $1468.09      | 0.00%             | 2027-04-14      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2602901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $551.65       | 0.00%             | 2027-02-10      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7616218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $2.50         | 0.00%             | 2035-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                     | Medline Borrower LP                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4691932.72   | 0.25%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14881643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8442 | PA      | $8614.85      | 0.00%             | 2027-07-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1882558.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $381.68       | 0.00%             | 2026-10-20      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991805184.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4877319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5833277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6506509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.01         | 0.00%             | 2034-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2434725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $1067.14      | 0.00%             | 2027-01-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust, Series 2019-1, Class A1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4226292 | PA      | $4132336.73   | 0.22%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7936014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17355 | PA      | $353.17       | 0.00%             | 2035-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91000000 | PA      | $93733554.46  | 4.91%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6973530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $0.10         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410KD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44535 | PA      | $45614.32     | 0.00%             | 2034-05-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5099070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -230 | NC      | $312329.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Energy Services LLC                                                 | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    359708 | PA      | $360382.07    | 0.02%             | 2030-02-22      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6619927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       147 | PA      | $0.07         | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1887186.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $458.16       | 0.00%             | 2026-10-20      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2612001.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       868 | PA      | $855.24       | 0.00%             | 2027-02-11      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2019-B13, Class A2                                               | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4046728 | PA      | $3915105.76   | 0.21%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403DHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62521 | PA      | $64875.60     | 0.00%             | 2035-03-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2427875.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $261.92       | 0.00%             | 2027-01-13      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6865330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                            | Aspire Bakeries Holdings LLC, First Lien, Initial CME Term Loan                                   | CUSIP: 02106XAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189265 | PA      | $190487.36    | 0.01%             | 2030-12-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC                                                                                             | CUSIP: 31300LS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101439 | PA      | $104232.34    | 0.01%             | 2036-10-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                       | Chariot Buyer LLC, First Lien, Amendment No. 5 Incremental CME Term Loan                          | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    101827 | PA      | $101879.42    | 0.01%             | 2032-09-08      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| AptarGroup, Inc.                                                        | AptarGroup, Inc.                                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1212914.26   | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6314524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $0.00         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5019192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10195 | PA      | $0.86         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2602456.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2581 | PA      | $2537.34      | 0.00%             | 2027-02-10      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5997621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $0.06         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5532399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                   | Shinhan Bank Co. Ltd.                                                                             | CUSIP: 82460CAQ7<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |   6500000 | PA      | $6393991.11   | 0.34%             | 2026-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1688201.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3039 | PA      | $3148.83      | 0.00%             | 2027-01-12      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7811989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $4.09         | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2287500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $720.98       | 0.00%             | 2026-12-21      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| CaixaBank SA                                                            | CaixaBank SA                                                                                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3480000 | PA      | $3517413.65   | 0.18%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                           | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    345773 | PA      | $345588.32    | 0.02%             | 2029-10-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2025-HE3, Class A1                                             | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |   1336257 | PA      | $1342959.11   | 0.07%             | 2056-03-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7075884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $3.16         | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Fund Mortgage Trust                                            | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1597859 | PA      | $1594012.13   | 0.08%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7656835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $2234.26      | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paraguay Government International Bond                                  | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1550000 | PA      | $1565097.00   | 0.08%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2602895.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6599 | PA      | $480.51       | 0.00%             | 2027-07-10      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4171680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.33         | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1888517.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $123.87       | 0.00%             | 2026-10-20      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7876689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $113.78       | 0.00%             | 2035-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4561751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $0.05         | 0.00%             | 2033-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7187139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $3.01         | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7242591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $2.43         | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6000204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $0.04         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7915836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $61.56        | 0.00%             | 2035-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8194971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21043 | PA      | $16958.22     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2609551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $303.10       | 0.00%             | 2027-02-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7767426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $15.16        | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949682.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $10.21        | 0.00%             | 2027-09-14      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6942187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $0.00         | 0.00%             | 2035-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                      | Energy Transfer LP                                                                                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3899515.82   | 0.20%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298101.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $418.09       | 0.00%             | 2026-12-22      | Fixed         | 15.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7064997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $0.49         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2932125.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3871 | PA      | $2832.63      | 0.00%             | 2027-04-18      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6607977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $0.07         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188308390.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2281 | PA      | $2375.57      | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4606149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $0.14         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5813539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2195 | PA      | $0.16         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2299939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $4.92         | 0.00%             | 2026-12-22      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6777037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $0.00         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-93, Class FD                                                                    | CUSIP: 3136BTK28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6229117 | PA      | $6267119.30   | 0.33%             | 2054-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                         | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2703492.13   | 0.14%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                    | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    437445 | PA      | $317147.68    | 0.02%             | 2030-02-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2024-HE3, Class A1                                             | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185017 | PA      | $1187374.56   | 0.06%             | 2055-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1522.45      | 0.00%             | 2027-04-22      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| KazMunayGas National Co. JSC                                            | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1520000 | PA      | $1559016.93   | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1505.95      | 0.00%             | 2026-12-21      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| American Home Mortgage Investment Trust                                 | American Home Mortgage Investment Trust, Series 2005-1, Class 6A                                  | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2602 | PA      | $2592.99      | 0.00%             | 2045-06-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                          | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1604258.21   | 0.08%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17439783.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $1074.29      | 0.00%             | 2026-09-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7853646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8710 | PA      | $5309.30      | 0.00%             | 2035-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188256153.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $1127.20      | 0.00%             | 2027-12-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294392.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5579 | PA      | $5514.10      | 0.00%             | 2026-12-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6245007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7949460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $119.59       | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2601898.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $452.15       | 0.00%             | 2027-02-10      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5365                                                                                | CUSIP: 3137HB4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19155464 | PA      | $3054731.36   | 0.16%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14911217.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10126 | PA      | $10295.01     | 0.00%             | 2027-09-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4125734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $0.00         | 0.00%             | 2032-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3472489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $0.00         | 0.00%             | 2032-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1708439.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $2197.79      | 0.00%             | 2027-03-09      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                 | Volkswagen Group of America Finance LLC                                                           | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6712086.26   | 0.35%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7943096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6986 | PA      | $3787.21      | 0.00%             | 2035-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6797317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $0.03         | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1979816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $815.98       | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5845038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950858.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $1717.47      | 0.00%             | 2027-04-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8186943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $55.44        | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4882604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $0.02         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2430067.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1355.54      | 0.00%             | 2027-01-14      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9672 | PA      | $9449.34      | 0.00%             | 2026-12-22      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5627773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7050136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $1.85         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13899643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16626 | PA      | $16844.55     | 0.00%             | 2027-05-28      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426247.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3435 | PA      | $3352.66      | 0.00%             | 2027-01-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4489974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $0.16         | 0.00%             | 2033-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2095395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505 | PA      | $394.54       | 0.00%             | 2026-11-22      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616852.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3381 | PA      | $3314.87      | 0.00%             | 2027-12-28      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                       | HSBC Holdings plc                                                                                 | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7600000 | PA      | $7354782.73   | 0.39%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                   | Indonesia Government Bond                                                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    790000 | PA      | $775570.55    | 0.04%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7065185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1.03         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2261699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $880.19       | 0.00%             | 2026-12-22      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14868239.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4226 | PA      | $4279.79      | 0.00%             | 2027-07-12      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434868.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2424.92      | 0.00%             | 2027-01-14      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2295460.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8185 | PA      | $6259.65      | 0.00%             | 2026-12-21      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6867756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $0.07         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                    | GNMA, Series 2019-137, Class PI                                                                   | CUSIP: 38382AYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19330021 | PA      | $3808394.87   | 0.20%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6163115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404GV40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       164 | PA      | $170.28       | 0.00%             | 2034-01-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7408049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1733 | PA      | $6.57         | 0.00%             | 2035-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13767415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4678 | PA      | $4777.45      | 0.00%             | 2027-05-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5768898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $0.04         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7889784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $42.52        | 0.00%             | 2035-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $287.09       | 0.00%             | 2027-01-13      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407FUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4404 | PA      | $4546.32      | 0.00%             | 2035-08-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8014750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $41.00        | 0.00%             | 2036-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6872268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $0.06         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404CF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       338 | PA      | $342.34       | 0.00%             | 2034-03-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1718952.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1830.82      | 0.00%             | 2026-09-15      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403CL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8666 | PA      | $8786.00      | 0.00%             | 2033-10-01      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6512222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $0.00         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Whatabrands LLC                                                         | Whatabrands LLC, First Lien, 2024-2 Refinancing CME Term Loan. B                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    121381 | PA      | $121418.20    | 0.01%             | 2028-08-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13521024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5992 | PA      | $6284.81      | 0.00%             | 2027-05-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7506333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $2.56         | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1767 | PA      | $1755.65      | 0.00%             | 2028-01-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC, Second Lien, 2021 CME Term Loan                                           | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600875 | PA      | $1721.51      | 0.00%             | 2028-03-30      | Variable      | 14.31%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3255010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $0.00         | 0.00%             | 2032-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4618545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2720 | PA      | $0.00         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust, Series 2025-H3, Class A1                                                    | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1019052 | PA      | $1035942.56   | 0.05%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2436679.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1181 | PA      | $1158.69      | 0.00%             | 2027-01-18      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP                                                     | Hilcorp Energy I LP, First Lien, Initial CME Term Loan                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    340286 | PA      | $341136.37    | 0.02%             | 2030-02-06      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   1332856 | PA      | $1348707.34   | 0.07%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8185099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $24.00        | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4867627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust, Series 2025-B, Class A2A                                          | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10393915 | PA      | $10425174.29  | 0.55%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5754537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $0.05         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6644138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $0.04         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385WTD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9649 | PA      | $9827.24      | 0.00%             | 2032-11-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7870287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $96.36        | 0.00%             | 2035-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Texas State University System                                           | Texas State University System, Series 2019 B                                                      | CUSIP: 88278PZC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4825000 | PA      | $4817650.56   | 0.25%             | 2026-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2615345.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2146 | PA      | $2113.45      | 0.00%             | 2027-02-11      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2606426.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1138.16      | 0.00%             | 2027-02-16      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5528209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9462 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2088 | PA      | $2062.88      | 0.00%             | 2027-04-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772998 | PA      | $1791927.98   | 0.09%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                          | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1696000 | PA      | $1697294.90   | 0.09%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                     | Thornburg Mortgage Securities Trust, Series 2004-3, Class A                                       | CUSIP: 885220FS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185298 | PA      | $176470.44    | 0.01%             | 2034-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188225211.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5319 | PA      | $5321.91      | 0.00%             | 2027-04-18      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5313405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3130 | PA      | $3108.54      | 0.00%             | 2027-04-14      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2423014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6589 | PA      | $6463.74      | 0.00%             | 2027-01-13      | Fixed         | 10.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7605951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $20.38        | 0.00%             | 2035-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7135706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $0.39         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6941545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $0.00         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                           | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     60686 | NS      | $990.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dave & Buster's, Inc.                                                   | Dave & Buster's, Inc., First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    351719 | PA      | $328376.86    | 0.02%             | 2029-06-29      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5738195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $0.00         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951084.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9220 | PA      | $6103.75      | 0.00%             | 2028-02-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434796.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5998 | PA      | $5883.21      | 0.00%             | 2027-01-14      | Fixed         | 9.68%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640557 | PA      | $581027.44    | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2602616.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14116 | PA      | $13885.13     | 0.00%             | 2027-02-10      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5837836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.           | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2650802.13   | 0.14%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7490950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4533 | PA      | $29.47        | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $2510.50      | 0.00%             | 2027-02-11      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2617973.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2542 | PA      | $2505.13      | 0.00%             | 2027-02-14      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4579623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30289 | PA      | $0.77         | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-22, Class FG                                                                    | CUSIP: 3136BRK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5581080 | PA      | $5630079.71   | 0.29%             | 2054-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                   | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1117494.66   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6408523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5951 | PA      | $0.49         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3163 | PA      | $3124.40      | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                   | OneMain Finance Corp.                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064054.00   | 0.11%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7222126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10174 | PA      | $14.68        | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                                    | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1134500.97   | 0.06%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4267608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $0.00         | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7327011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $8.22         | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8206377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1432 | PA      | $918.16       | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11904406.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5201 | PA      | $5260.77      | 0.00%             | 2027-02-19      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3336690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $0.24         | 0.00%             | 2032-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6967265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21768 | PA      | $0.34         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -25 | NC      | $51525.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047468.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $24.74        | 0.00%             | 2026-11-15      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1705442.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1521.70      | 0.00%             | 2026-09-15      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8128205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6351 | PA      | $4933.61      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4562273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $0.18         | 0.00%             | 2033-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13529032.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12553 | PA      | $12989.12     | 0.00%             | 2027-05-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4053 | PA      | $4201.18      | 0.00%             | 2036-11-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3513483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4792 | PA      | $0.00         | 0.00%             | 2032-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8162106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $2445.58      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6598899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6856 | PA      | $0.34         | 0.00%             | 2034-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11942494.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5513 | PA      | $5679.33      | 0.00%             | 2027-02-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6525021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $0.25         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4968011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $0.00         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8060490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $39.52        | 0.00%             | 2036-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2428748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2722 | PA      | $2694.24      | 0.00%             | 2027-01-13      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950010.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1931.30      | 0.00%             | 2027-04-14      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409DT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6578 | PA      | $6762.01      | 0.00%             | 2036-03-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7303557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $1.27         | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950185.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $1858.10      | 0.00%             | 2027-04-14      | Fixed         | 32.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403GC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3670 | PA      | $3767.55      | 0.00%             | 2033-10-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2615423.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5216 | PA      | $5138.96      | 0.00%             | 2027-02-11      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1                              | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3683220 | PA      | $3690971.25   | 0.19%             | 2043-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614826.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3418 | PA      | $941.21       | 0.00%             | 2027-07-14      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| New York Mortgage Trust                                                 | New York Mortgage Trust, Series 2005-3, Class M1                                                  | CUSIP: 649603AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16552 | PA      | $16407.51     | 0.00%             | 2036-02-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4868930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6985220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $0.00         | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6587383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $0.01         | 0.00%             | 2034-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405BD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18783 | PA      | $19615.52     | 0.00%             | 2035-03-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4315019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $0.00         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1739.84      | 0.00%             | 2027-02-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5801823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $100.68       | 0.00%             | 2027-01-18      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| Edwards Lifesciences Corp.                                              | Edwards Lifesciences Corp.                                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302106.09    | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2421701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8257 | PA      | $8001.18      | 0.00%             | 2027-11-13      | Fixed         | 5.91%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1073.77      | 0.00%             | 2027-01-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $2280.74      | 0.00%             | 2027-02-11      | Fixed         | 15.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3260194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.00         | 0.00%             | 2032-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7993734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $185.28       | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15053109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7041 | PA      | $7149.95      | 0.00%             | 2027-07-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7289262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $6.41         | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14923950.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4672.14      | 0.00%             | 2027-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4662056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40082 | PA      | $0.22         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950811.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $412.64       | 0.00%             | 2027-04-14      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1660093.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       511 | PA      | $510.07       | 0.00%             | 2026-11-10      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294601.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15352 | PA      | $11865.56     | 0.00%             | 2026-12-21      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3435958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $0.12         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5807048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429267.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2744 | PA      | $2716.36      | 0.00%             | 2027-01-14      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4937358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $0.02         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1181.05      | 0.00%             | 2027-07-10      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                       | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    102260 | PA      | $102257.25    | 0.01%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4546342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2024-3, Class A1                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   1935130 | PA      | $1964153.05   | 0.10%             | 2069-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                     | Brown & Brown, Inc.                                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2117574.33   | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                      | Poland Government Bond                                                                            | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1880000 | PA      | $1933692.56   | 0.10%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                   | Haleon US Capital LLC                                                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7652490.54   | 0.40%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7531841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $88.60        | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6439475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $0.00         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094851.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10691 | PA      | $10603.99     | 0.00%             | 2026-11-22      | Fixed         | 18.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2095105.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5659 | PA      | $4318.69      | 0.00%             | 2026-11-22      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409D4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4854 | PA      | $5036.63      | 0.00%             | 2036-04-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5890652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-4, Class AF                           | CUSIP: 61777BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1489108 | PA      | $1493758.62   | 0.08%             | 2054-09-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5842217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $0.02         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7836917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $109.41       | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust, Series 2025-FL2, Class A1                                                            | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2646376 | PA      | $2657695.19   | 0.14%             | 2055-11-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4652170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $0.10         | 0.00%             | 2033-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1709420.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $3470.71      | 0.00%             | 2027-02-16      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4878164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6602960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405YPX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6310 | PA      | $6387.35      | 0.00%             | 2044-09-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5854302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $0.30         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6126608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $0.08         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Construction Finance Co. LP                                     | Calpine Construction Finance Co. LP, First Lien, 2025 Refinancing CME Term Loan                   | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    250000 | PA      | $250595.00    | 0.01%             | 2030-07-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                 | El Salvador Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    840000 | PA      | $904982.40    | 0.05%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2615937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $3190.27      | 0.00%             | 2027-05-14      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7332055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $656.95       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5414769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425245.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       675 | PA      | $48.49        | 0.00%             | 2027-01-13      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6639552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $0.00         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14025039.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4633 | PA      | $4826.62      | 0.00%             | 2027-06-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4717011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8731 | PA      | $0.00         | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617298.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $2557.95      | 0.00%             | 2027-02-14      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4990812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $0.00         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6057856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4257 | PA      | $0.26         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5557572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $0.00         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8212645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $524.39       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4968065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9113 | PA      | $0.44         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13963648.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4028 | PA      | $4100.42      | 0.00%             | 2026-06-19      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7568291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $2.74         | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4589242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $1110.55      | 0.00%             | 2027-01-13      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM4, Class A1                                                             | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    800551 | PA      | $809328.23    | 0.04%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4534513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $0.00         | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7838689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14155 | PA      | $7073.65      | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411FVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8481 | PA      | $8680.48      | 0.00%             | 2037-09-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23603 | PA      | $13832.94     | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15234987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11775 | PA      | $12033.72     | 0.00%             | 2027-08-27      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                             | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $2963463.90   | 0.16%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3616837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $0.01         | 0.00%             | 2032-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $984.76       | 0.00%             | 2027-04-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403DMB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22016 | PA      | $22760.24     | 0.00%             | 2036-05-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13623936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12754 | PA      | $12900.87     | 0.00%             | 2027-06-03      | Fixed         | 9.34%                 | 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        |    322247 | PA      | $322458.07    | 0.02%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                       | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2626193.36   | 0.14%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6215032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                           | Voya CLO Ltd., Series 2018-2A, Class A2                                                           | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503680.86   | 0.13%             | 2031-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16019364.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12486 | PA      | $12949.61     | 0.00%             | 2027-08-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                               | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3456560.60   | 0.18%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       774 | PA      | $760.26       | 0.00%             | 2026-11-15      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11741994.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4294 | PA      | $4413.52      | 0.00%             | 2026-12-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949492.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1741 | PA      | $1719.37      | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                               | Golden State Tobacco Securitization Corp., Series 2021 B-1                                        | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3820000 | PA      | $3501010.90   | 0.18%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                      | Morocco Government Bond                                                                           | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   1120000 | PA      | $1153098.46   | 0.06%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402VRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12784 | PA      | $13104.07     | 0.00%             | 2033-09-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1717453.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8071 | PA      | $7939.63      | 0.00%             | 2026-09-15      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                              | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                                | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    961469 | PA      | $963320.65    | 0.05%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14227617.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4716 | PA      | $577.57       | 0.00%             | 2027-06-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1323 | PA      | $1303.44      | 0.00%             | 2026-11-15      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1882034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $66.89        | 0.00%             | 2027-05-20      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Capital One Financial Corp.                                             | Capital One Financial Corp.                                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2176120.13   | 0.11%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5293954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $0.00         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6196734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $0.05         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7353412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $0.25         | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5181201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6478 | PA      | $0.00         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                                    | Glencore Funding LLC                                                                              | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3395690.63   | 0.18%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5949246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2143 | PA      | $0.12         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7771470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1839 | PA      | $270.87       | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4763575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $0.09         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3311752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $0.00         | 0.00%             | 2032-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5374200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7532 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5175 | PA      | $5046.78      | 0.00%             | 2027-02-10      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3471.95      | 0.00%             | 2026-11-22      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                           | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2250000 | PA      | $2245538.09   | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15327014.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5227 | PA      | $5269.57      | 0.00%             | 2026-08-14      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $312.96       | 0.00%             | 2027-02-11      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611326.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3907 | PA      | $3839.86      | 0.00%             | 2027-12-11      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3022 | PA      | $2977.29      | 0.00%             | 2027-04-14      | Fixed         | 11.19%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                     | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999804.00   | 0.10%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16906029.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4500 | PA      | $4581.40      | 0.00%             | 2027-09-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                       | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    369016 | PA      | $370052.94    | 0.02%             | 2032-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2048610.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1883 | PA      | $1859.40      | 0.00%             | 2026-11-15      | Fixed         | 31.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4138127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2987 | PA      | $0.00         | 0.00%             | 2032-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12032996.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $1006.81      | 0.00%             | 2026-05-22      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5162594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $0.02         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7028576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $0.00         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5836241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $0.18         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | Foreign Exchange EUR/JPY                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | -26177000 | PA      | $-87671.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610903.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8133 | PA      | $8022.36      | 0.00%             | 2027-02-11      | Fixed         | 34.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4335 | PA      | $3283.27      | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1                                       | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734961 | PA      | $742830.05    | 0.04%             | 2064-02-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4746441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $0.00         | 0.00%             | 2033-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                       | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1                                       | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1023000 | PA      | $1031706.65   | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8196327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $57.95        | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6704732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $0.02         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7380824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $2.13         | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                             | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3266829.48   | 0.17%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                         | Danske Bank A/S                                                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5300000 | PA      | $5514235.81   | 0.29%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6499048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $0.00         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6777288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18873 | PA      | $0.00         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6452451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $0.66         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6935560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $0.00         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8116985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $578.61       | 0.00%             | 2036-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Star Holding LLC                                                        | Star Holding LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |    443239 | PA      | $435980.74    | 0.02%             | 2031-07-18      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                    | American Airlines Pass-Through Trust, Series 2016-2, Class AA                                     | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29225 | PA      | $28623.49     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7025124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1689 | PA      | $1.11         | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8048248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11338 | PA      | $5432.07      | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5473313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $0.02         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5929107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4507 | PA      | $0.12         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                               | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1R3                             | CUSIP: 14311NBC7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   2668518 | PA      | $2674595.77   | 0.14%             | 2032-07-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5600497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7481878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2953 | PA      | $11.42        | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4342268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $0.21         | 0.00%             | 2032-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1718497.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $540.56       | 0.00%             | 2026-09-15      | Fixed         | 32.01%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6922 | PA      | $6994.98      | 0.00%             | 2043-06-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6620227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26251 | PA      | $0.00         | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2612243.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $585.42       | 0.00%             | 2027-02-11      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6706540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5175 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNC Holdings, Inc.                                                      | GNC Holdings, Inc., Second Lien, CME Term Loan                                                    | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1659135 | PA      | $1244350.96   | 0.07%             | 2026-10-07      | Variable      | 9.77%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1885417.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $1185.94      | 0.00%             | 2026-10-20      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4832246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4679063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2300108.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $402.43       | 0.00%             | 2026-12-22      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6017671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $0.00         | 0.00%             | 2034-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2606882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $2188.25      | 0.00%             | 2027-02-10      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1704399.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18713 | PA      | $2455.23      | 0.00%             | 2027-11-03      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2618241.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3230 | PA      | $3186.99      | 0.00%             | 2027-02-14      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7541816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $6.85         | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Trailer World Corp.                                            | American Trailer World Corp., First Lien, CME Term Loan, B                                        | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    413521 | PA      | $372450.09    | 0.02%             | 2028-03-03      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4622912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12026 | PA      | $0.00         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3320535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13177 | PA      | $0.00         | 0.00%             | 2032-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3138 | PA      | $3086.11      | 0.00%             | 2027-02-11      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Southern Power Co.                                                      | Southern Power Co., Series A                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1082677.32   | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13682302.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3476 | PA      | $3583.93      | 0.00%             | 2027-04-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4829826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $0.08         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293501.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1538.36      | 0.00%             | 2026-12-21      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7726791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $29.97        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5255302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19141 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2395761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8902 | PA      | $8767.20      | 0.00%             | 2027-01-13      | Fixed         | 22.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8077232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $347.00       | 0.00%             | 2036-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6567237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18447 | PA      | $0.71         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6492780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14698 | PA      | $0.04         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7378054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $110.42       | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2433321.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $64.16        | 0.00%             | 2027-01-14      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3629212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $0.02         | 0.00%             | 2032-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949215.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5460 | PA      | $5327.13      | 0.00%             | 2027-04-14      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $67712695.40  | 3.55%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Battalion CLO IX Ltd.                                                   | Battalion CLO IX Ltd., Series 2015-9A, Class ARR                                                  | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   3419347 | PA      | $3423960.30   | 0.18%             | 2031-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class XA                     | CUSIP: 61779RBV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31776000 | PA      | $1658354.49   | 0.09%             | 2058-11-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2609619.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $1008.65      | 0.00%             | 2027-02-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13484916.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6007 | PA      | $6098.14      | 0.00%             | 2027-06-19      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-39, Class DF                                                                    | CUSIP: 3136BSFL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6069770 | PA      | $6108678.86   | 0.32%             | 2054-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5820697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2603700.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $655.48       | 0.00%             | 2027-07-10      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6443707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35282 | PA      | $0.00         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class AS                     | CUSIP: 61779RBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3794000 | PA      | $3877766.97   | 0.20%             | 2058-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15544956.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6466 | PA      | $6598.21      | 0.00%             | 2027-08-15      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7648074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $26.11        | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047187.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $3942.33      | 0.00%             | 2026-11-15      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13628676.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4322 | PA      | $4409.34      | 0.00%             | 2027-05-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $575.18       | 0.00%             | 2027-01-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $259.85       | 0.00%             | 2026-11-22      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14937680.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3548 | PA      | $3574.76      | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7890802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       287 | PA      | $150.58       | 0.00%             | 2035-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6728590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $0.03         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                              | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1165382 | PA      | $1167031.32   | 0.06%             | 2045-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7955 | PA      | $8199.11      | 0.00%             | 2035-06-01      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429979.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $698.89       | 0.00%             | 2027-01-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2433923.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $173.35       | 0.00%             | 2027-01-14      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8046718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $70.09        | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7988632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2297 | PA      | $1549.78      | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                                           | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6572597.14   | 0.34%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7898972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5391 | PA      | $3495.33      | 0.00%             | 2035-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1885766.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6104 | PA      | $6020.22      | 0.00%             | 2026-10-20      | Fixed         | 12.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8166181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $501.44       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6585824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $0.00         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6901684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $0.00         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3233993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $0.06         | 0.00%             | 2032-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2614677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1768.37      | 0.00%             | 2027-02-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951735.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $18.18        | 0.00%             | 2035-09-14      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4923842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $0.00         | 0.00%             | 2033-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7163945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $1.37         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $42173906.04  | 2.21%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8053068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $13.16        | 0.00%             | 2036-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403UYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       981 | PA      | $1003.65      | 0.00%             | 2033-11-01      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402LGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5298 | PA      | $5384.98      | 0.00%             | 2033-09-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  49100000 | PA      | $31696.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409XZZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19795 | PA      | $20477.10     | 0.00%             | 2036-02-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5922874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9877 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4863679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16205 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6919873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $0.00         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5597324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5951713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6479843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $0.20         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5871974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7931938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $14.23        | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5154060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                               | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | FR        |    137440 | PA      | $138229.80    | 0.01%             | 2028-03-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16071674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5223 | PA      | $1083.84      | 0.00%             | 2027-08-26      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7721341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $60.05        | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5316290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $0.08         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949972.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1611.03      | 0.00%             | 2027-04-14      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295880.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $639.74       | 0.00%             | 2026-12-21      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| Carrier Global Corp.                                                    | Carrier Global Corp.                                                                              | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4931489.80   | 0.26%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8139490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $607.41       | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409VAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128762 | PA      | $133258.91    | 0.01%             | 2036-02-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                              | Mars, Inc.                                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $7976711.25   | 0.42%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7631309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $152.05       | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6620476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18146 | PA      | $0.03         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607597.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $675.05       | 0.00%             | 2027-02-10      | Fixed         | 21.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6706486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410SXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2000 | PA      | $2056.77      | 0.00%             | 2036-06-01      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                   | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $942044.40    | 0.05%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7078893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13551 | PA      | $9.08         | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2428444.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1607.37      | 0.00%             | 2027-01-13      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15743821.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $2459.04      | 0.00%             | 2026-08-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402HZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        83 | PA      | $85.13        | 0.00%             | 2033-10-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6276874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $0.18         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6423702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19832 | PA      | $0.03         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6634481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $0.00         | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13800465.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4109 | PA      | $4278.84      | 0.00%             | 2027-05-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5518301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22861 | PA      | $0.73         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                | COLT Mortgage Loan Trust, Series 2024-INV1, Class A1                                              | CUSIP: 12672RAA0<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |   1584214 | PA      | $1597127.24   | 0.08%             | 2068-12-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5262459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $0.04         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                           | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893789.37    | 0.05%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20684 | PA      | $1490.47      | 0.00%             | 2027-10-22      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5719839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7877 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991803773.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3353 | PA      | $3298.39      | 0.00%             | 2027-02-11      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096279.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $338.47       | 0.00%             | 2026-11-22      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class A1                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   1299900 | PA      | $1303455.49   | 0.07%             | 2045-05-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8202121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $631.59       | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4819764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $0.00         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31412BTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       853 | PA      | $880.83       | 0.00%             | 2034-04-01      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7309149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17102 | PA      | $57.49        | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clue Opco LLC                                                           | Clue Opco LLC, First Lien, CME Term Loan, B                                                       | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420000 | PA      | $419357.40    | 0.02%             | 2030-12-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31384V7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1594 | PA      | $1592.76      | 0.00%             | 2040-10-01      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3849 | PA      | $337.82       | 0.00%             | 2027-07-14      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Paradigm Parent LLC                                                     | Paradigm Parent LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 69902BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299250 | PA      | $256606.88    | 0.01%             | 2032-04-16      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8016338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $261.98       | 0.00%             | 2036-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188450442.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9086 | PA      | $8988.11      | 0.00%             | 2027-04-21      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16036383.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2080 | PA      | $2120.24      | 0.00%             | 2026-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296775.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1265 | PA      | $1251.27      | 0.00%             | 2026-12-22      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16640720.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8794 | PA      | $8866.20      | 0.00%             | 2026-09-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6047820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $0.14         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2025-V15, Class XA                                               | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46777819 | PA      | $2015085.51   | 0.11%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                       | EMRLD Borrower LP, First Lien, Initial CME Term Loan, B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    363937 | PA      | $364004.28    | 0.02%             | 2030-05-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15594751.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4920 | PA      | $4955.99      | 0.00%             | 2026-08-14      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7836366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1020.61      | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6516725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $0.00         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6514021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $0.00         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                   | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    578374 | PA      | $576208.24    | 0.03%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16637870.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2995 | PA      | $3024.11      | 0.00%             | 2026-09-18      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7652433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33294 | PA      | $230.09       | 0.00%             | 2035-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2174.76      | 0.00%             | 2026-11-15      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8164341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $401.74       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2404751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5525 | PA      | $5444.28      | 0.00%             | 2027-01-13      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Bayer US Finance LLC                                                    | Bayer US Finance LLC                                                                              | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3364942.27   | 0.18%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-27371.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                   | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    513674 | PA      | $510591.76    | 0.03%             | 2031-12-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | Citibank NA                                                                                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6258375.98   | 0.33%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6141598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $419.78       | 0.00%             | 2026-12-22      | Fixed         | 24.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4582331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $0.41         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2616788.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4237 | PA      | $4177.05      | 0.00%             | 2027-02-14      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388GPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10145 | PA      | $10355.10     | 0.00%             | 2031-09-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425371.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $655.62       | 0.00%             | 2027-01-13      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3366564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $0.03         | 0.00%             | 2032-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Serbia International Bond                                               | Serbia Government Bond                                                                            | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1090000 | PA      | $1130540.86   | 0.06%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1197158.64   | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4581333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3759 | PA      | $1.08         | 0.00%             | 2033-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $671.61       | 0.00%             | 2027-04-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048978.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $2593.27      | 0.00%             | 2026-11-15      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                       | Advantage Sales & Marketing, Inc., First Lien, CME Term Loan, B1                                  | CUSIP: 00769EBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319036 | PA      | $270736.98    | 0.01%             | 2027-10-28      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5110232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $0.00         | 0.00%             | 2033-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5065553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $480.84       | 0.00%             | 2027-04-14      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| AGL CLO 13 Ltd.                                                         | AGL CLO 13 Ltd., Series 2021-13A, Class A1R                                                       | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2552541.82   | 0.13%             | 2034-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5627076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7284 | PA      | $0.07         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17272402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13598 | PA      | $14030.62     | 0.00%             | 2027-08-05      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7981527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $88.00        | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Bank USA                                                  | Goldman Sachs Bank USA                                                                            | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6810505.39   | 0.36%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7915632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $6.30         | 0.00%             | 2035-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deep Blue Operating I LLC                                               | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135243 | PA      | $135835.07    | 0.01%             | 2032-10-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7750529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $30.67        | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4079086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $0.15         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8162740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3065 | PA      | $2016.25      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294105.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3712 | PA      | $3673.92      | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                                | Lloyds Banking Group plc                                                                          | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8400000 | PA      | $8377964.45   | 0.44%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7192505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $0.98         | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435410.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6074 | PA      | $1604.49      | 0.00%             | 2027-06-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6007073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $0.01         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2989 | PA      | $2942.90      | 0.00%             | 2027-02-25      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5600512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8322 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293261.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $335.76       | 0.00%             | 2026-12-21      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2024402.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3434 | PA      | $3394.30      | 0.00%             | 2026-12-06      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14057284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12189 | PA      | $12352.85     | 0.00%             | 2027-04-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                    | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                            | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    764713 | PA      | $122354.11    | 0.01%             | 2026-02-12      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14143499.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12943 | PA      | $13302.52     | 0.00%             | 2027-08-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6161916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $0.02         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5630 | PA      | $5560.15      | 0.00%             | 2027-04-20      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6996992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26963 | PA      | $0.00         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Anesthesia Partners, Inc.                                            | US Anesthesia Partners, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    534509 | PA      | $535180.12    | 0.03%             | 2028-10-02      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4612864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $0.03         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2297460.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15287 | PA      | $11817.07     | 0.00%             | 2026-12-22      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Beechwood Park CLO Ltd.                                                 | Beechwood Park CLO Ltd., Series 2019-1A, Class A1RR                                               | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10020967.09  | 0.53%             | 2035-01-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6521243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $0.33         | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5155680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $0.04         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14225512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3738 | PA      | $3840.42      | 0.00%             | 2027-06-07      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4413957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $0.00         | 0.00%             | 2033-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1290.83      | 0.00%             | 2027-01-22      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6602728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14177752.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10402 | PA      | $10573.18     | 0.00%             | 2027-09-18      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $1591.83      | 0.00%             | 2027-06-13      | Fixed         | 17.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4586510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6337 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4603785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $0.12         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5855717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $0.08         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                            | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4988341.80   | 0.26%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7649087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9266 | PA      | $115.23       | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6958559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14245 | PA      | $0.00         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411SNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4856 | PA      | $4989.53      | 0.00%             | 2037-02-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1687535 | PA      | $1698944.28   | 0.09%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950367.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3938 | PA      | $3912.49      | 0.00%             | 2027-04-16      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7875074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $51.37        | 0.00%             | 2035-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405VHD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2565 | PA      | $2565.70      | 0.00%             | 2034-07-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1692458.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1330 | PA      | $1310.68      | 0.00%             | 2027-02-20      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7172761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5904 | PA      | $12.97        | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4831455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1888117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       985 | PA      | $973.64       | 0.00%             | 2026-10-20      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14688717.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $1676.55      | 0.00%             | 2026-07-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                   | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9228 | NS      | $486158.82    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of New York Mellon (The)                                           | Bank of New York Mellon (The)                                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661122.02    | 0.03%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14870900.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2979 | PA      | $3009.49      | 0.00%             | 2026-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2046704.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3026 | PA      | $2971.36      | 0.00%             | 2026-11-15      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Toorak Mortgage Trust                                                   | Toorak Mortgage Trust, Series 2025-RRTL1, Class A1                                                | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $916644.09    | 0.05%             | 2040-02-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6280869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4517 | PA      | $0.00         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                  | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1853874.36   | 0.10%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                             | ONEOK, Inc.                                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3909771.53   | 0.20%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                           | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76056 | PA      | $76103.56     | 0.00%             | 2029-03-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                              | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8582834 | PA      | $8329434.17   | 0.44%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12361627.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6378 | PA      | $6440.98      | 0.00%             | 2027-03-07      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5122398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5254554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5092 | PA      | $0.10         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6545807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31417JBG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4789 | PA      | $4912.52      | 0.00%             | 2038-09-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6235160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6431 | PA      | $0.00         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7308932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $0.60         | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7372112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4946 | PA      | $6.46         | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7782728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8643 | PA      | $3223.48      | 0.00%             | 2035-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14066107.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12755 | PA      | $12924.92     | 0.00%             | 2027-06-19      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2438805.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3174 | PA      | $3108.69      | 0.00%             | 2027-11-18      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949405.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10278 | PA      | $1519.07      | 0.00%             | 2027-09-14      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406GLR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3993 | PA      | $4041.51      | 0.00%             | 2035-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                              | Coronado Finance Pty. Ltd.                                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1042022.50   | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295430.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4297 | PA      | $3246.15      | 0.00%             | 2026-12-21      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                     | American Axle & Manufacturing, Inc., First Lien, Incremental CME Term Loan, C                     | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321393 | PA      | $322598.15    | 0.02%             | 2032-09-20      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7382858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $46.64        | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2023-INV2, Class A1                                            | CUSIP: 92540BAA7<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    603696 | PA      | $606914.62    | 0.03%             | 2068-08-25      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16078255.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4899 | PA      | $5009.71      | 0.00%             | 2026-08-26      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047237.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1376.48      | 0.00%             | 2026-11-15      | Fixed         | 9.32%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4095538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $0.00         | 0.00%             | 2032-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7066194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28131 | PA      | $43.75        | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1265 | PA      | $1254.40      | 0.00%             | 2026-12-21      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7336967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4561 | PA      | $16.17        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047358.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $138.42       | 0.00%             | 2026-11-15      | Fixed         | 21.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6943108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $0.23         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403CZ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17474 | PA      | $18023.74     | 0.00%             | 2035-09-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                              | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    402538 | PA      | $402369.30    | 0.02%             | 2031-09-30      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $7.38         | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4872677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8042258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $1595.02      | 0.00%             | 2036-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5598446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16811535.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8171 | PA      | $8401.33      | 0.00%             | 2026-08-03      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6631472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $0.00         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4627946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                    | GNMA, Series 2022-155, Class IA                                                                   | CUSIP: 38381T3Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20092370 | PA      | $3029324.61   | 0.16%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6767536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12331 | PA      | $0.77         | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2293030.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $650.84       | 0.00%             | 2027-10-21      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GHC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       428 | PA      | $438.97       | 0.00%             | 2035-09-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2422250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $942.38       | 0.00%             | 2027-01-13      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2025-HE1, Class A1                                        | CUSIP: 10568VAA2<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-O            | CORP              | US        |   5911878 | PA      | $5929092.51   | 0.31%             | 2072-09-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4079838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6825 | PA      | $0.00         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5972346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $0.46         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6147217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $0.01         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust, Series 2025-HE1, Class A1A                                             | CUSIP: 89183LAA3<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |    802016 | PA      | $805542.19    | 0.04%             | 2065-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2601501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1458.34      | 0.00%             | 2027-02-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4955556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $0.00         | 0.00%             | 2033-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clover Holdings 2 LLC                                                   | Clover Holdings 2 LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102158 | PA      | $100625.20    | 0.01%             | 2031-12-09      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6548112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $0.06         | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606747.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3101 | PA      | $3049.82      | 0.00%             | 2027-02-10      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                      | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3193600.00   | 0.17%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables Owner Trust, Series 2023-4, Class A3                                       | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4585252 | PA      | $4634746.39   | 0.24%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410F3M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       149 | PA      | $151.28       | 0.00%             | 2037-04-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6352903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2446 | PA      | $0.00         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $554.51       | 0.00%             | 2027-02-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425791.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $729.90       | 0.00%             | 2027-01-13      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14083608.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1188.17      | 0.00%             | 2027-06-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Republic of Cote d'Ivoire                                               | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1140000 | PA      | $1160075.19   | 0.06%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2618649.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4686 | PA      | $4604.39      | 0.00%             | 2027-07-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $276.81       | 0.00%             | 2027-02-10      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5833923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3357 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5394107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $0.05         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2024-INV1, Class A1                                            | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    534988 | PA      | $541822.36    | 0.03%             | 2069-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                              | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1286094 | PA      | $1293884.83   | 0.07%             | 2045-03-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15493477.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3332 | PA      | $3372.26      | 0.00%             | 2026-08-20      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950575.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1089.58      | 0.00%             | 2027-04-14      | Fixed         | 31.06%                | 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        |    410000 | PA      | $412208.26    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2094159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2288 | PA      | $2262.08      | 0.00%             | 2026-11-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6448382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 187548960.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6582 | PA      | $6576.94      | 0.00%             | 2027-04-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13485109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4433 | PA      | $4645.80      | 0.00%             | 2027-05-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2023-NQM4, Class A1                                       | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3907033 | PA      | $3922756.03   | 0.21%             | 2063-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       740 | PA      | $758.93       | 0.00%             | 2037-04-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2049034.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1386.11      | 0.00%             | 2026-11-15      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6529506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $0.02         | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5843755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5701 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31391SSW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2826 | PA      | $2881.61      | 0.00%             | 2032-12-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                             | PRKCM Trust, Series 2024-AFC1, Class A1                                                           | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158689 | PA      | $1173923.63   | 0.06%             | 2059-03-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7863771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $223.49       | 0.00%             | 2035-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7942328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2917 | PA      | $30.65        | 0.00%             | 2035-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3573904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $0.00         | 0.00%             | 2032-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31400FEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9877 | PA      | $10147.40     | 0.00%             | 2033-07-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 3138XP2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47760 | PA      | $49287.28     | 0.00%             | 2044-02-01      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8029246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25021 | PA      | $680.62       | 0.00%             | 2036-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6554172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $0.00         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2437428.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $884.55       | 0.00%             | 2027-01-18      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13628761.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $1032.39      | 0.00%             | 2027-09-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7869279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $4.25         | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3210332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4369 | PA      | $0.08         | 0.00%             | 2032-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2438645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2080 | PA      | $2060.19      | 0.00%             | 2027-06-26      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6681781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6908 | PA      | $0.00         | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5565348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8568 | PA      | $0.25         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BMW US Capital LLC                                                      | BMW US Capital LLC                                                                                | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2536136.94   | 0.13%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4293 | PA      | $4256.70      | 0.00%             | 2026-12-22      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7957265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $658.13       | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2435458.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2776 | PA      | $199.67       | 0.00%             | 2027-11-14      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6169587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3516 | PA      | $0.00         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188186124.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3395 | PA      | $3354.18      | 0.00%             | 2027-11-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1694575.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5255 | PA      | $5260.31      | 0.00%             | 2027-01-13      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11939491.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4093 | PA      | $4190.03      | 0.00%             | 2027-01-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $753.46       | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5534, Class FY                                                                      | CUSIP: 3137HLEX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8578376 | PA      | $8667287.29   | 0.45%             | 2055-05-25      | Floating      | 4.90%                 | 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        |    108335 | PA      | $108465.28    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6448059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5140 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2293386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2202 | PA      | $2175.20      | 0.00%             | 2026-12-21      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6892716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15393 | PA      | $0.00         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6788053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $0.06         | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5813279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7466589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7091 | PA      | $44.06        | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5974110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $0.00         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                   | Bank of America Corp.                                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5972448.36   | 0.31%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5160593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14722 | PA      | $0.30         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402QX48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5091 | PA      | $5216.84      | 0.00%             | 2035-01-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1693289.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3995 | PA      | $3976.72      | 0.00%             | 2027-12-21      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6826936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $0.00         | 0.00%             | 2035-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                               | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   2569773 | PA      | $2674953.81   | 0.14%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7955770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11019 | PA      | $434.77       | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6796725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13083 | PA      | $0.00         | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                      | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2898048.88   | 0.15%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7993784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $307.75       | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fifth Third Bank NA                                                     | Fifth Third Bank NA                                                                               | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2451463.85   | 0.13%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 187514926.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2826 | PA      | $2918.81      | 0.00%             | 2027-04-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Octagon 56 Ltd.                                                         | Octagon 56 Ltd., Series 2021-1A, Class A                                                          | CUSIP: 67577EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15023318.19  | 0.79%             | 2034-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3436486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3511 | PA      | $283.79       | 0.00%             | 2027-01-14      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434928.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $1298.37      | 0.00%             | 2027-01-14      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3234758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $0.00         | 0.00%             | 2032-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2292945.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1483 | PA      | $43.94        | 0.00%             | 2027-10-21      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2018-1, Class A2                                                                | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438780 | PA      | $435164.26    | 0.02%             | 2057-06-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                         | CHL Mortgage Pass-Through Trust, Series 2004-11, Class 2A1                                        | CUSIP: 12669FA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407091 | PA      | $389851.17    | 0.02%             | 2034-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6163558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7647640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $57.13        | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4142060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2032-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5575033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $0.08         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8007128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3770 | PA      | $1940.38      | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Onity Loan Investment Trust                                             | Onity Loan Investment Trust, Series 2025-HB1, Class A                                             | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127372 | PA      | $1110682.99   | 0.06%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                          | Empire State Development Corp., Series 2019 B                                                     | CUSIP: 64985TDQ1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1916360.45   | 0.10%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410F4H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14033 | PA      | $14468.33     | 0.00%             | 2037-03-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                      | Credit Agricole SA                                                                                | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $6576149.57   | 0.34%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1427 | PA      | $1405.97      | 0.00%             | 2026-12-21      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4877302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $0.04         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $2502.27      | 0.00%             | 2026-11-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7461437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $8.01         | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17193229.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5850 | PA      | $5952.89      | 0.00%             | 2027-09-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7991684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3015 | PA      | $44.18        | 0.00%             | 2036-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6614501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $0.00         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617283.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $1850.80      | 0.00%             | 2027-02-14      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296458.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4389 | PA      | $4346.37      | 0.00%             | 2027-06-06      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6236427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10363 | PA      | $0.31         | 0.00%             | 2034-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7185609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $3.45         | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6884806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $0.05         | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6234555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6986211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $0.48         | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409VJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24944 | PA      | $25676.96     | 0.00%             | 2036-07-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4465207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $0.21         | 0.00%             | 2033-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405WAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10715 | PA      | $10814.20     | 0.00%             | 2034-06-01      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2609196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1845 | PA      | $1816.77      | 0.00%             | 2027-02-10      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16681815.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4465 | PA      | $4500.02      | 0.00%             | 2026-09-16      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4630473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $0.00         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3102 | NC      | $-1140573.38  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404SLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6733 | PA      | $6950.63      | 0.00%             | 2034-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7585646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $9.37         | 0.00%             | 2035-09-12      | 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: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    486835 | PA      | $487382.72    | 0.03%             | 2031-07-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6015922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $0.15         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7088413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $0.12         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3089 | PA      | $3038.04      | 0.00%             | 2027-02-11      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Eaton Capital ULC                                                       | Eaton Capital ULC                                                                                 | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1109193.92   | 0.06%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7269980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5639 | PA      | $852.96       | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991959965.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Eagle Funding Luxco SARL                                                | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1150000 | PA      | $1169630.50   | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1689323.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $985.87       | 0.00%             | 2027-01-14      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7944951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $14.37        | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                               | Sunoco LP                                                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2080812.00   | 0.11%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8151554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $198.98       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Marble Point CLO XV Ltd.                                                | Marble Point CLO XV Ltd., Series 2019-1A, Class A1R2                                              | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   1546202 | PA      | $1550830.86   | 0.08%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                     | Cushman & Wakefield US Borrower LLC, First Lien, 2025-2 CME Term Loan                             | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440700 | PA      | $444558.33    | 0.02%             | 2030-01-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5172784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6176 | PA      | $0.13         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6769991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9490 | PA      | $0.00         | 0.00%             | 2034-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2431137.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $380.12       | 0.00%             | 2027-01-14      | Fixed         | 29.79%                | No            |                  3 | On Loan: No      |
| Scientific Games Holdings LP                                            | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2029-04-04      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6026398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7970899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8001 | PA      | $175.34       | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4549725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $0.96         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14324970.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5741 | PA      | $6026.61      | 0.00%             | 2027-06-12      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5989761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $0.01         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296544.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $1184.99      | 0.00%             | 2026-12-22      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5110450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $0.16         | 0.00%             | 2033-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16728029.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2703 | PA      | $248.45       | 0.00%             | 2026-09-09      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14187476.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9494 | PA      | $9728.27      | 0.00%             | 2027-05-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6151254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33491 | PA      | $2.02         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3359 | PA      | $3445.60      | 0.00%             | 2040-04-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                    | Kleopatra Finco SARL, First Lien, Debtor-In-Possession Roll-Up CME Term Loan                      | CUSIP: L5841WAH1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    367826 | PA      | $330428.90    | 0.02%             | 2026-08-07      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                     | NatWest Markets plc                                                                               | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3360000 | PA      | $3356455.54   | 0.18%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | 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        |   3000000 | PA      | $3187851.00   | 0.17%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6574116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $0.02         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5027172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $0.12         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7889618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $368.46       | 0.00%             | 2035-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                     | Nissan Auto Receivables Owner Trust, Series 2023-A, Class A3                                      | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4626245 | PA      | $4639998.86   | 0.24%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                    | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3692038.64   | 0.19%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3432767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $0.04         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Millrose Properties, Inc.                                               | Millrose Properties, Inc.                                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3013026.75   | 0.16%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3849333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8085 | PA      | $0.00         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tecta America Corp.                                                     | Tecta America Corp., First Lien, CME Term Loan, B                                                 | CUSIP: 87876GAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213214 | PA      | $213957.29    | 0.01%             | 2032-02-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15702332.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4208 | PA      | $4290.30      | 0.00%             | 2027-08-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Directv Financing LLC                                                   | Directv Financing LLC                                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2787837.25   | 0.15%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4519611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12933 | PA      | $0.26         | 0.00%             | 2033-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4880109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10497 | PA      | $0.41         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6621448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15313 | PA      | $0.00         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                   | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5100000 | PA      | $5159217.73   | 0.27%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2609816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4578 | PA      | $4507.84      | 0.00%             | 2027-02-11      | Fixed         | 27.78%                | No            |                  3 | On Loan: No      |
| Amphenol Corp.                                                          | Amphenol Corp.                                                                                    | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1394942.62   | 0.07%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $2198.26      | 0.00%             | 2027-02-14      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| CSMC Trust                                                              | CSMC Trust, Series 2014-IVR3, Class A1                                                            | CUSIP: 12648TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232408 | PA      | $221062.59    | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2034466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       726 | PA      | $715.39       | 0.00%             | 2026-11-15      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951595.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $2262.16      | 0.00%             | 2027-09-14      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617800.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $1465.99      | 0.00%             | 2027-02-14      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1330.71      | 0.00%             | 2026-12-21      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429892.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $574.84       | 0.00%             | 2027-01-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                          | CGMS Commercial Mortgage Trust, Series 2017-B1, Class AS                                          | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402000 | PA      | $1377791.11   | 0.07%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188277503.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3718 | PA      | $3829.36      | 0.00%             | 2027-04-22      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6624855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $0.04         | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5156338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2755 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4345972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $0.24         | 0.00%             | 2032-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2293969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6035 | PA      | $999.60       | 0.00%             | 2027-05-21      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                      | Royalty Pharma plc                                                                                | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1997316.32   | 0.10%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4383604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2916 | PA      | $0.20         | 0.00%             | 2032-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5641349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Angola                                                      | Angola Government Bond                                                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    920000 | PA      | $928342.62    | 0.05%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7251914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $6.94         | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7442087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $1.85         | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1886674.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1037.74      | 0.00%             | 2026-10-20      | Fixed         | 31.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4981810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $0.00         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1670.83      | 0.00%             | 2026-12-22      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Spin Holdco, Inc.                                                       | Spin Holdco, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     66335 | PA      | $54030.03     | 0.00%             | 2028-03-06      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430189.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $1700.76      | 0.00%             | 2027-01-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17244225.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7776 | PA      | $7875.68      | 0.00%             | 2027-09-09      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7884810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $11.88        | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7113376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $2.92         | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6200609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $0.02         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8119327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $1622.61      | 0.00%             | 2036-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6514949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6188 | PA      | $0.00         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4925548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16715 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15037668.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5298 | PA      | $5589.99      | 0.00%             | 2027-09-23      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406YCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1488 | PA      | $1516.69      | 0.00%             | 2035-07-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6319933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14196 | PA      | $0.33         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4880571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14651 | PA      | $0.34         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3612313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3994 | PA      | $0.00         | 0.00%             | 2032-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6671137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3947 | PA      | $0.00         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6546599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611559.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1193 | PA      | $1174.14      | 0.00%             | 2027-02-11      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Tiger Acquisition LLC                                                   | Tiger Acquisition LLC, First Lien, Refinancing Initial CME Term Loan                              | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112767 | PA      | $112742.98    | 0.01%             | 2032-08-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                        | Paramount Global                                                                                  | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4945847.55   | 0.26%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16599721.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1888 | PA      | $1896.56      | 0.00%             | 2027-09-19      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6731578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11760 | PA      | $0.04         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6985777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $0.20         | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406DJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11661 | PA      | $11930.28     | 0.00%             | 2034-11-01      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                                      | Speed Midco 3 SARL, First Lien, USD CME Term Loan, B                                              | CUSIP: L9002RAB2<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |    198830 | PA      | $199576.02    | 0.01%             | 2032-10-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429755.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4222 | PA      | $4155.82      | 0.00%             | 2027-01-14      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7983412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $17.59        | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4991412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $0.17         | 0.00%             | 2033-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                | COLT Mortgage Loan Trust, Series 2024-1, Class A1                                                 | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   2049551 | PA      | $2064505.19   | 0.11%             | 2069-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                              | Allison Transmission, Inc.                                                                        | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1900893.42   | 0.10%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7758233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $396.88       | 0.00%             | 2035-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5901096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8515 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6993196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $0.65         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amazon.com, Inc.                                                        | Amazon.com, Inc.                                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1275570.40   | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2094908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21104 | PA      | $15450.23     | 0.00%             | 2027-04-22      | Fixed         | 29.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7124204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $0.53         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Providence St Joseph Health Obligated Group                             | Providence St Joseph Health Obligated Group, Series H                                             | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14866.26     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 Ltd.                                                         | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                                       | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |   3250000 | PA      | $3261330.86   | 0.17%             | 2036-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12412441.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10927 | PA      | $11081.07     | 0.00%             | 2027-03-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4548999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4823 | PA      | $0.00         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5821573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $0.02         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31413ESG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10654 | PA      | $11013.81     | 0.00%             | 2037-06-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298568.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2309 | PA      | $2286.65      | 0.00%             | 2026-12-22      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2424580.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10481 | PA      | $10364.77     | 0.00%             | 2027-06-13      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17433516.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12838 | PA      | $13233.82     | 0.00%             | 2027-12-12      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $3188.45      | 0.00%             | 2027-02-11      | Fixed         | 12.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047067.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9628 | PA      | $685.15       | 0.00%             | 2027-09-15      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15589148.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $2445.74      | 0.00%             | 2026-10-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7797027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1719 | PA      | $997.94       | 0.00%             | 2035-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5667327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22164 | PA      | $0.59         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4080547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $0.10         | 0.00%             | 2032-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Broadstreet Partners Group LLC                                          | Broadstreet Partners Group LLC, First Lien, 2024 CME Term Loan, B                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    510155 | PA      | $508037.41    | 0.03%             | 2031-06-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2616093.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2908 | PA      | $2127.21      | 0.00%             | 2027-02-14      | Fixed         | 29.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4981564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $0.00         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $129.94       | 0.00%             | 2027-05-10      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $6.28         | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1888979.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3925.11      | 0.00%             | 2026-10-20      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14192027.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $2210.20      | 0.00%             | 2026-06-19      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                    | GNMA II                                                                                           | CUSIP: 36202KZN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        54 | PA      | $54.02        | 0.00%             | 2026-04-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15811836.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10408 | PA      | $10746.64     | 0.00%             | 2027-08-20      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1885184.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3433 | PA      | $3396.07      | 0.00%             | 2026-10-20      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                       | Philip Morris International, Inc.                                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7847996.46   | 0.41%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4455128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $0.06         | 0.00%             | 2033-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6955514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2666 | PA      | $0.42         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-10229823.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4097 | PA      | $901.16       | 0.00%             | 2027-02-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4510936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $0.00         | 0.00%             | 2033-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HOMES Trust                                                             | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   1490315 | PA      | $1509566.16   | 0.08%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7891927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $8.57         | 0.00%             | 2035-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611103.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $66.66        | 0.00%             | 2027-11-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5144732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $0.04         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951535.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6759 | PA      | $6710.08      | 0.00%             | 2027-04-14      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7262080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56215 | PA      | $79.33        | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                             | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183599.96   | 0.06%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                            | Sabey Data Center Issuer LLC, Series 2026-1, Class A2                                             | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3612000 | PA      | $3632881.69   | 0.19%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5584916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $0.07         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31419DYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21632 | PA      | $22228.20     | 0.00%             | 2040-08-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4352239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $0.64         | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kaseya, Inc.                                                            | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    325486 | PA      | $314399.89    | 0.02%             | 2032-03-22      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7032162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $0.31         | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CPI Holdco B LLC                                                        | CPI Holdco B LLC, First Lien, Initial Term Loan                                                   | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348111 | PA      | $346925.51    | 0.02%             | 2031-05-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                       | Chase Home Lending Mortgage Trust, Series 2026-1, Class A11                                       | CUSIP: 16161YCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5752000 | PA      | $5766317.30   | 0.30%             | 2056-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31413JZE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5007 | PA      | $5239.62      | 0.00%             | 2037-09-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5918667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991804214.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3612013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3513 | PA      | $0.00         | 0.00%             | 2032-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                   | Banque Federative du Credit Mutuel SA                                                             | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1530000 | PA      | $1526872.77   | 0.08%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                 | Talen Energy Supply LLC, First Lien, 2024-1 Incremental CME Term Loan, B                          | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133184 | PA      | $133454.89    | 0.01%             | 2031-12-11      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16827842.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9755 | PA      | $9876.06      | 0.00%             | 2027-08-03      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13744711.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $3212.19      | 0.00%             | 2027-04-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2049419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $149.90       | 0.00%             | 2026-11-15      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10052 | PA      | $2546.52      | 0.00%             | 2027-12-11      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| BX Trust                                                                | BX Trust, Series 2022-IND, Class A                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4560851 | PA      | $4569946.57   | 0.24%             | 2037-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7469860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5369 | PA      | $20.16        | 0.00%             | 2035-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5941408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4263 | PA      | $0.00         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411HGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39181 | PA      | $40415.81     | 0.00%             | 2037-03-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5930081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14077334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6064 | PA      | $6115.16      | 0.00%             | 2027-06-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5588819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $0.03         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3433089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.00         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2429972.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $642.49       | 0.00%             | 2027-01-14      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2025-V18, Class XA                                               | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15818407 | PA      | $820261.90    | 0.04%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296294.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $78.26        | 0.00%             | 2026-12-21      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425948.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $1541.99      | 0.00%             | 2027-01-13      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407B2L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11220 | PA      | $11551.68     | 0.00%             | 2035-07-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6046375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $0.08         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6525421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $0.00         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14202174.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $4386.35      | 0.00%             | 2027-06-20      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6468636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10598 | PA      | $0.00         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6827188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $0.00         | 0.00%             | 2035-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $436.69       | 0.00%             | 2027-02-11      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4794467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $0.00         | 0.00%             | 2033-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 187899660.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8054 | PA      | $8295.56      | 0.00%             | 2027-04-29      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| N/A                                                                     | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   9070000 | PA      | $149284.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                       | NatWest Group plc                                                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6940890.11   | 0.36%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5980004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14671 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2617614.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9387 | PA      | $2685.74      | 0.00%             | 2027-02-14      | Fixed         | 28.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5779612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3572652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $0.08         | 0.00%             | 2032-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025785.70   | 0.11%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2759 | PA      | $2727.33      | 0.00%             | 2026-12-26      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4925184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6135248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8060 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8205366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $269.61       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2435389.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       324 | PA      | $320.05       | 0.00%             | 2027-01-14      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7478694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5302 | PA      | $1078.94      | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7154213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $4.58         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6308429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $0.00         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402KUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       705 | PA      | $726.76       | 0.00%             | 2033-09-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7408322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8489 | PA      | $30.70        | 0.00%             | 2035-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8193280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $36.81        | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14548332.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2649 | PA      | $2671.58      | 0.00%             | 2027-01-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                | COLT Mortgage Loan Trust, Series 2024-INV4, Class A1                                              | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   4197991 | PA      | $4251792.48   | 0.22%             | 2069-05-25      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                             | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-1, Class M1                              | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18483 | PA      | $19154.10     | 0.00%             | 2034-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406LZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       650 | PA      | $667.96       | 0.00%             | 2034-12-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $42444609.48  | 2.22%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6427509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $0.30         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GA Global Funding Trust                                                 | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7227266.69   | 0.38%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6127 | PA      | $6035.72      | 0.00%             | 2027-01-13      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14178173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8430 | PA      | $8583.96      | 0.00%             | 2027-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4540937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6282 | PA      | $0.00         | 0.00%             | 2033-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6314730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $0.19         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11525 | PA      | $3104.70      | 0.00%             | 2027-09-14      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2609505.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $566.25       | 0.00%             | 2027-02-11      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5096286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $0.05         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7583811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $22.85        | 0.00%             | 2035-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385XQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1845 | PA      | $1850.86      | 0.00%             | 2033-05-01      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                               | Flynn Restaurant Group LP, First Lien, 2025 CME Term Loan                                         | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    339782 | PA      | $340206.47    | 0.02%             | 2032-01-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7161885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6709 | PA      | $8.83         | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| F&G Annuities & Life, Inc.                                              | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $883713.42    | 0.05%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6674450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18581 | PA      | $0.00         | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1752913.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3270 | PA      | $3280.04      | 0.00%             | 2027-04-11      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Elevation CLO Ltd.                                                      | Elevation CLO Ltd., Series 2018-10A, Class AR                                                     | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |      4602 | PA      | $4602.40      | 0.00%             | 2031-10-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31416BK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193030 | PA      | $199656.54    | 0.01%             | 2036-02-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11743712.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6262 | PA      | $6560.87      | 0.00%             | 2027-06-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385BBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13253 | PA      | $13322.16     | 0.00%             | 2030-04-01      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2432969.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3259 | PA      | $3216.74      | 0.00%             | 2027-01-14      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411FWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5196 | PA      | $5354.66      | 0.00%             | 2037-10-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2433055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $654.05       | 0.00%             | 2027-01-14      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610510.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $619.69       | 0.00%             | 2027-02-11      | Fixed         | 33.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3109 | PA      | $2045.43      | 0.00%             | 2027-09-14      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2528315.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2872 | PA      | $2812.72      | 0.00%             | 2027-02-10      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6672511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $0.00         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Chile                                                       | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1130000 | PA      | $1152882.50   | 0.06%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949925.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5147 | PA      | $372.19       | 0.00%             | 2027-09-14      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6916843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $0.05         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7924093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8656 | PA      | $4798.14      | 0.00%             | 2035-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5807339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7842 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6604504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $0.00         | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3869455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7514 | PA      | $0.00         | 0.00%             | 2032-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Mexican States                                                   | Mexico Government Bond                                                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    780000 | PA      | $779844.00    | 0.04%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $439.66       | 0.00%             | 2026-12-21      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4333949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $0.00         | 0.00%             | 2032-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5325004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6240208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $0.24         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5744108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $0.05         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5734498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $0.18         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7643773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4718 | PA      | $687.79       | 0.00%             | 2035-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cipher Compute LLC                                                      | Cipher Compute LLC                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $381714.57    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6853678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4528 | PA      | $0.00         | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                   | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    223785 | PA      | $224437.51    | 0.01%             | 2031-02-24      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6707571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $0.00         | 0.00%             | 2034-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404B5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97600 | PA      | $99273.09     | 0.01%             | 2034-05-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6609985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $0.00         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3944713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16717 | PA      | $0.06         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4871945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5985 | PA      | $0.06         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1755513.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2175 | PA      | $2257.98      | 0.00%             | 2027-04-20      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                       | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                                       | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953000 | PA      | $955377.16    | 0.05%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                   | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $9595.00      | 0.00%             | 2021-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5954057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10357 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405TZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1144 | PA      | $1164.14      | 0.00%             | 2034-08-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                              | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258484 | PA      | $258530.17    | 0.01%             | 2044-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6815496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23295 | PA      | $3.25         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5739159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13484 | PA      | $0.77         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15178.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604262.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1604.65      | 0.00%             | 2027-02-10      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6385845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $0.02         | 0.00%             | 2034-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8075041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       300 | PA      | $208.20       | 0.00%             | 2036-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2539854.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1290 | PA      | $1275.51      | 0.00%             | 2027-02-11      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615636.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7249 | PA      | $7167.72      | 0.00%             | 2027-02-11      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7531240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $10.23        | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7596132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15381 | PA      | $48.72        | 0.00%             | 2035-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610030.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1254 | PA      | $1235.19      | 0.00%             | 2027-02-11      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3607 | PA      | $1189.53      | 0.00%             | 2026-12-22      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17117415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5110 | PA      | $5144.55      | 0.00%             | 2026-08-06      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7593321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $14.34        | 0.00%             | 2035-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8119126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3079 | PA      | $1904.47      | 0.00%             | 2036-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1230.95      | 0.00%             | 2027-05-27      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5925246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $0.60         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7205388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $5.82         | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6174665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $0.21         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949368.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $900.81       | 0.00%             | 2027-04-14      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6244041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $0.03         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4907500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $0.16         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $2035.48      | 0.00%             | 2027-04-14      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7931303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2008 | PA      | $475.71       | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Panama                                                      | Panama Government Bond                                                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1110000 | PA      | $1265844.00   | 0.07%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                                     | Apex Credit CLO LLC, Series 2021-2A, Class A1AR                                                   | CUSIP: 03755QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4506233.33   | 0.24%             | 2034-10-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6157661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $0.00         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2602160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2329 | PA      | $2289.84      | 0.00%             | 2027-02-10      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31416B4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1394 | PA      | $1438.14      | 0.00%             | 2037-05-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 413, Class F23                                                                      | CUSIP: 3133Q3LF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2793063 | PA      | $2810257.97   | 0.15%             | 2054-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5305068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77744 | PA      | $0.05         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3295 | PA      | $3231.95      | 0.00%             | 2027-01-14      | Fixed         | 8.93%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188053341.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $1855.46      | 0.00%             | 2027-04-08      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12389833.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3401 | PA      | $3489.46      | 0.00%             | 2027-03-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7668700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $18.26        | 0.00%             | 2035-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6785072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $0.00         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4463189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $0.05         | 0.00%             | 2033-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CoreLogic, Inc.                                                         | CoreLogic, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    443029 | PA      | $442938.49    | 0.02%             | 2028-06-02      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $317.32       | 0.00%             | 2027-02-10      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2094660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3092 | PA      | $3061.54      | 0.00%             | 2026-11-24      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7745686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1881 | PA      | $47.47        | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16079598.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8290 | PA      | $8533.73      | 0.00%             | 2027-08-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6496902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6581 | PA      | $0.31         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6643893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $0.37         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31376SEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1933 | PA      | $1939.92      | 0.00%             | 2027-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13417402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6316 | PA      | $6637.80      | 0.00%             | 2027-07-28      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                      | Neon Maple US Debt Mergersub, Inc., First Lien, CME Term Loan, B1                                 | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    522988 | PA      | $519530.69    | 0.03%             | 2031-11-17      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7128660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $0.69         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14087177.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6157 | PA      | $6370.57      | 0.00%             | 2027-05-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6021277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $0.00         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407WSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4215 | PA      | $4356.76      | 0.00%             | 2035-09-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5983711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $0.04         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426770.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4333 | PA      | $4265.88      | 0.00%             | 2027-01-13      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8093270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3666 | PA      | $2582.65      | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1716174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7072 | PA      | $6961.88      | 0.00%             | 2027-07-15      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410EFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3141 | PA      | $3237.37      | 0.00%             | 2036-08-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6405166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19913 | PA      | $0.00         | 0.00%             | 2034-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296911.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $207.18       | 0.00%             | 2026-12-22      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4704761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $0.04         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6686240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $0.04         | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1745348.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9027 | PA      | $9002.65      | 0.00%             | 2027-04-08      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Sands China Ltd.                                                        | Sands China Ltd.                                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   3400000 | PA      | $3328245.38   | 0.17%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1688043.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $2700.73      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4789346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6004 | PA      | $0.09         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296037.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1260.43      | 0.00%             | 2026-12-21      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293764.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6227 | PA      | $4302.28      | 0.00%             | 2027-05-21      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Starwood Property Mortgage LLC                                          | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B5                                     | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    247506 | PA      | $247815.63    | 0.01%             | 2030-01-02      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8049787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $43.55        | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5329785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096054.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $890.84       | 0.00%             | 2026-11-22      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2023-NQM10, Class A1                                                            | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   3245220 | PA      | $3277412.30   | 0.17%             | 2063-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-54, Class FC                                                                    | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3301736 | PA      | $3325828.18   | 0.17%             | 2054-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                | Great Outdoors Group LLC, First Lien, CME Term Loan, B                                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    242208 | PA      | $242540.77    | 0.01%             | 2032-01-23      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4682306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19587 | PA      | $0.40         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                                             | WWEX Uni Topco Holdings LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |    452283 | PA      | $452850.29    | 0.02%             | 2028-07-26      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6556061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $0.00         | 0.00%             | 2034-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2616908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1613 | PA      | $1590.37      | 0.00%             | 2027-02-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6708125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $0.00         | 0.00%             | 2034-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5478, Class FK                                                                      | CUSIP: 3137HHSG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6033342 | PA      | $6075105.87   | 0.32%             | 2054-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31387YB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47422 | PA      | $48390.58     | 0.00%             | 2031-09-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615143.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $321.58       | 0.00%             | 2027-07-11      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2948773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $1786.94      | 0.00%             | 2027-04-14      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1749361.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4232 | PA      | $4217.31      | 0.00%             | 2027-04-05      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                        | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2261846.47   | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2942965.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3772 | PA      | $3725.09      | 0.00%             | 2027-04-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4656767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2269 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $836.44       | 0.00%             | 2027-02-11      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604813.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2292.80      | 0.00%             | 2027-02-10      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188223031.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18375 | PA      | $1753.87      | 0.00%             | 2028-01-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16061296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3018 | PA      | $3042.22      | 0.00%             | 2027-10-27      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7707263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11690 | PA      | $89.36        | 0.00%             | 2035-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6641178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $0.00         | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7602291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26123 | PA      | $110.39       | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5146188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6760 | PA      | $0.00         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607609.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1232 | PA      | $1208.50      | 0.00%             | 2027-07-10      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430735.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $1901.31      | 0.00%             | 2027-01-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       720 | PA      | $117.17       | 0.00%             | 2027-01-13      | Fixed         | 7.93%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 438, Class C7                                                                        | CUSIP: 31424UVN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19525008 | PA      | $3477229.96   | 0.18%             | 2053-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6581222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $0.04         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Next Generation, Inc.                                           | Charter Next Generation, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 16125TAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218293 | PA      | $218687.37    | 0.01%             | 2030-11-29      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6963451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $0.43         | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7277957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $3.30         | 0.00%             | 2035-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6448554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991835626.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.37        | 0.00%             | 2026-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6902 | PA      | $6803.38      | 0.00%             | 2027-04-14      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6980139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $23.76        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7912392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $109.42       | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31414DDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22654 | PA      | $23440.02     | 0.00%             | 2038-04-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14108165.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6507 | PA      | $6736.77      | 0.00%             | 2027-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4309215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $0.06         | 0.00%             | 2032-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12414817.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3183 | PA      | $3208.28      | 0.00%             | 2026-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15398960.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16231 | PA      | $16470.40     | 0.00%             | 2027-08-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6262497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8184 | PA      | $0.00         | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2605594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $906.34       | 0.00%             | 2027-02-10      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8073414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7891 | PA      | $191.93       | 0.00%             | 2036-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4612909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $0.68         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8139109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $788.34       | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6447919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6903487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8725 | PA      | $0.00         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                                | Lloyds Banking Group plc                                                                          | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2730000 | PA      | $2780221.63   | 0.15%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6526542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $0.00         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7743177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10923 | PA      | $166.98       | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6685517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       131 | PA      | $0.00         | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7672063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $4.82         | 0.00%             | 2035-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                   | United Airlines, Inc.                                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    526364 | PA      | $526275.52    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2609761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1521.38      | 0.00%             | 2027-02-11      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4484475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $0.00         | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5210392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2308 | PA      | $0.15         | 0.00%             | 2033-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6190783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $0.01         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2603922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1726 | PA      | $1697.08      | 0.00%             | 2027-02-10      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15437840.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6715 | PA      | $7007.72      | 0.00%             | 2027-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991803198.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| All Day Electric, Inc.                                                  | All Day Electric, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       160 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1655235.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3299 | PA      | $3421.31      | 0.00%             | 2026-10-27      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6893064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4746 | PA      | $0.00         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5986413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2347 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6464362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4169 | PA      | $0.00         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294924.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $103.85       | 0.00%             | 2027-05-21      | Fixed         | 28.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426523.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $566.00       | 0.00%             | 2027-01-13      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6133707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11499 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15753390.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4655 | PA      | $4895.14      | 0.00%             | 2027-07-01      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404UQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24557 | PA      | $25122.20     | 0.00%             | 2034-06-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6463889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16330 | PA      | $0.25         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6526493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $0.03         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6626390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10527 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7135686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $0.38         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7468449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        69 | PA      | $21.70        | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4639291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $0.00         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13870000 | PA      | $11685805.11  | 0.61%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405WHV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15020 | PA      | $15483.86     | 0.00%             | 2034-10-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                        | CVS Health Corp.                                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $638655.31    | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                            | Bain Capital Credit CLO Ltd., Series 2020-1A, Class A1RR                                          | CUSIP: 05684DAY9<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   2901814 | PA      | $2904234.73   | 0.15%             | 2033-04-18      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296110.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $345.83       | 0.00%             | 2026-12-21      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7305713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $2.70         | 0.00%             | 2035-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951305.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1288.24      | 0.00%             | 2027-04-16      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5787095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7028614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $0.02         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viper Energy Partners LLC                                               | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    846000 | PA      | $857146.05    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5296287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2438660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $1261.56      | 0.00%             | 2027-01-18      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4163065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $0.00         | 0.00%             | 2032-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                 | Hyundai Capital America                                                                           | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2775112.09   | 0.15%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4893163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12426 | PA      | $0.00         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406DBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45395 | PA      | $46946.72     | 0.00%             | 2035-01-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $2604.97      | 0.00%             | 2027-02-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7564905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $8.52         | 0.00%             | 2035-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6903390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6892 | PA      | $0.38         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047847.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2812.86      | 0.00%             | 2027-04-20      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2605555.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $793.00       | 0.00%             | 2027-02-10      | Fixed         | 29.52%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2016-C01, Class 2M2                              | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    409228 | PA      | $411187.45    | 0.02%             | 2028-08-25      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                    | Royal Bank of Canada                                                                              | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6585532.40   | 0.35%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust, Series 2019-C16, Class A2                                          | CUSIP: 90276YAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1416954 | PA      | $1389278.30   | 0.07%             | 2052-04-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6304502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9016 | PA      | $0.67         | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4645672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10185 | PA      | $0.00         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8962 | PA      | $8884.45      | 0.00%             | 2033-03-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17329208.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8850 | PA      | $876.47       | 0.00%             | 2027-09-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| BANK5 Trust                                                             | BANK5 Trust, Series 2025-5YR18, Class AS                                                          | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2534000 | PA      | $2597691.84   | 0.14%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950896.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $1070.43      | 0.00%             | 2027-04-28      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10470 | PA      | $10227.85     | 0.00%             | 2027-01-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6590442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10462 | PA      | $0.00         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2297394.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $932.38       | 0.00%             | 2026-12-22      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                              | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446148 | PA      | $1447693.71   | 0.08%             | 2045-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M1                                               | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    195453 | PA      | $195348.52    | 0.01%             | 2041-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610980.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3010 | PA      | $2978.53      | 0.00%             | 2027-02-11      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5537, Class FC                                                                      | CUSIP: 3137HLBG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8963364 | PA      | $9039433.40   | 0.47%             | 2055-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293806.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2029 | PA      | $2011.85      | 0.00%             | 2026-12-21      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402DHS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2636 | PA      | $2686.69      | 0.00%             | 2037-02-01      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust, Series 2025-FL1, Class A1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610829 | PA      | $1621461.61   | 0.08%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7874931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $47.00        | 0.00%             | 2035-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406REX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25177 | PA      | $25553.82     | 0.00%             | 2035-08-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| K2016470260 South Africa Ltd.                                           | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |    470581 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949044.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1730 | PA      | $1710.49      | 0.00%             | 2027-04-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5938544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8920 | PA      | $0.24         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950779.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1443.48      | 0.00%             | 2027-08-14      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7618103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $23.72        | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                               | Oryx Midstream Services Permian Basin LLC, First Lien, Initial CME Term Loan                      | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    490050 | PA      | $490900.63    | 0.03%             | 2028-10-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables Owner Trust, Series 2024-B, Class A3                                      | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7255619 | PA      | $7334733.05   | 0.38%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7623486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       862 | PA      | $8.75         | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6706359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616809.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $1513.74      | 0.00%             | 2027-02-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6527010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $0.08         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4565857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14859 | PA      | $0.68         | 0.00%             | 2033-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7984094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $735.23       | 0.00%             | 2036-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096663.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1576 | PA      | $1254.95      | 0.00%             | 2026-11-22      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3401486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $0.01         | 0.00%             | 2032-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7656279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15826 | PA      | $6813.62      | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15601188.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20840 | PA      | $21522.59     | 0.00%             | 2027-08-19      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7238134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $3.41         | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15713621.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6344 | PA      | $6419.90      | 0.00%             | 2027-08-06      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2024-2, Class A1                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |    440396 | PA      | $445145.60    | 0.02%             | 2069-02-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298796.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $567.52       | 0.00%             | 2027-05-22      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6235824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $0.06         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7259 | PA      | $7137.20      | 0.00%             | 2027-02-10      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                  | Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1                                   | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71115 | PA      | $67834.63     | 0.00%             | 2028-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6485200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $0.00         | 0.00%             | 2034-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5834289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $0.12         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6478752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $0.04         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4626052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3539 | PA      | $0.02         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6369186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2435527.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5994 | PA      | $1063.50      | 0.00%             | 2027-01-14      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7630437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $40.81        | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298974.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $497.12       | 0.00%             | 2026-12-22      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14329008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7849 | PA      | $8207.96      | 0.00%             | 2026-10-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7347201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $3.23         | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407FYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18560 | PA      | $19144.31     | 0.00%             | 2035-06-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7410978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $4.03         | 0.00%             | 2035-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5537587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2685 | PA      | $0.10         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6204820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $0.00         | 0.00%             | 2034-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5951743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6697 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7649633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $23.57        | 0.00%             | 2035-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435828.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2857 | PA      | $2812.18      | 0.00%             | 2027-02-01      | Fixed         | 15.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7726860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $16.32        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6141840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $0.11         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2613434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3812 | PA      | $3736.17      | 0.00%             | 2027-02-11      | Fixed         | 9.37%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC                                                                                             | CUSIP: 3128S5L51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251998 | PA      | $262157.43    | 0.01%             | 2037-06-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4601908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $0.00         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6504715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $0.00         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4314394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $0.15         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6255997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $0.00         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4839177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6762066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $0.00         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5411337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $0.08         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dawn Bidco LLC                                                          | Dawn Bidco LLC, First Lien, CME Term Loan                                                         | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555000 | PA      | $540778.13    | 0.03%             | 2032-08-20      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4862500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $0.00         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1714787.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       169 | PA      | $166.83       | 0.00%             | 2026-09-15      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                                   | RealTruck Group, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    338213 | PA      | $264526.85    | 0.01%             | 2028-01-31      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13838022.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $3024.28      | 0.00%             | 2027-05-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust, Series 2025-PJ8, Class A27                                   | CUSIP: 36272XBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    657496 | PA      | $661803.44    | 0.03%             | 2056-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1718702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2973 | PA      | $2984.95      | 0.00%             | 2028-09-15      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2088829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4313 | PA      | $3077.65      | 0.00%             | 2027-04-22      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31391S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1174 | PA      | $1193.37      | 0.00%             | 2032-11-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615878.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4415 | PA      | $317.72       | 0.00%             | 2027-07-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15585646.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $2105.60      | 0.00%             | 2026-08-14      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188633218.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4698 | PA      | $4901.40      | 0.00%             | 2027-04-21      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1713640.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $104.23       | 0.00%             | 2026-09-15      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6753526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5887 | PA      | $0.00         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $995.50       | 0.00%             | 2027-02-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1712309.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $652.78       | 0.00%             | 2026-09-15      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7474077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $29.16        | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5977756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10251 | PA      | $0.55         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4901122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $0.06         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14843307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $4643.08      | 0.00%             | 2027-07-17      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $39.50        | 0.00%             | 2027-01-13      | Fixed         | 13.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4484542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $0.19         | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2617069.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7481 | PA      | $7364.21      | 0.00%             | 2027-02-14      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7147299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12972 | PA      | $33.63        | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4354 | PA      | $4282.55      | 0.00%             | 2027-07-10      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31362MS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        72 | PA      | $71.70        | 0.00%             | 2027-08-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31407ANB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6855 | PA      | $7007.77      | 0.00%             | 2033-11-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951030.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1669 | PA      | $272.21       | 0.00%             | 2027-04-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2428411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1252.33      | 0.00%             | 2027-01-13      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17031491.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19935 | PA      | $20230.35     | 0.00%             | 2027-08-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1755102.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9859 | PA      | $9882.28      | 0.00%             | 2027-04-13      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2242143.20   | 0.12%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1187 | PA      | $1201.86      | 0.00%             | 2044-10-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3849054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $0.00         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434330.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2639 | PA      | $2614.53      | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2430454.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2822 | PA      | $205.45       | 0.00%             | 2027-05-14      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $1612.65      | 0.00%             | 2027-01-13      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7618716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       231 | PA      | $83.69        | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7447150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3715 | PA      | $24.47        | 0.00%             | 2035-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16817244.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21427 | PA      | $21854.65     | 0.00%             | 2027-09-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7249019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11562 | PA      | $9.43         | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14292674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7206 | PA      | $7606.58      | 0.00%             | 2027-06-28      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1883791.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2281 | PA      | $2259.98      | 0.00%             | 2026-10-20      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14877061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5643 | PA      | $5724.54      | 0.00%             | 2027-07-22      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| WestJet Loyalty LP                                                      | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    361281 | PA      | $359812.10    | 0.02%             | 2031-02-14      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14314279.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3154 | PA      | $3299.89      | 0.00%             | 2027-07-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388HAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2033 | PA      | $2074.56      | 0.00%             | 2032-10-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31412ECK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398482 | PA      | $413707.82    | 0.02%             | 2036-04-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust, Series 2018-4, Class A1                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6227805 | PA      | $5960811.21   | 0.31%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6591293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $0.05         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brazilian Real                                                          | Brazilian Real                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     74691 | OU      | $14192.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5595419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426682.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2853 | PA      | $206.34       | 0.00%             | 2027-11-13      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437916.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1243 | PA      | $1223.46      | 0.00%             | 2027-01-18      | Fixed         | 11.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6742781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $0.00         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11897 | PA      | $11745.15     | 0.00%             | 2027-04-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6279862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16989 | PA      | $0.00         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6955667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $0.00         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4881988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41908 | PA      | $2.55         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       373 | PA      | $128.60       | 0.00%             | 2027-04-14      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       568 | PA      | $575.42       | 0.00%             | 2036-12-01      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust, Series 2025-ARIA, Class A                                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3111000 | PA      | $3166994.89   | 0.17%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                     | Mutual of Omaha Cos. Global Funding                                                               | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6796613.33   | 0.36%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                              | Paint Intermediate III LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    576843 | PA      | $576485.09    | 0.03%             | 2031-10-09      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7966492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $158.64       | 0.00%             | 2036-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chobani LLC                                                             | Chobani LLC, First Lien, Closing Date CME Term Loan                                               | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    316264 | PA      | $317370.91    | 0.02%             | 2032-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4039216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $0.00         | 0.00%             | 2032-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1646555.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5167 | PA      | $5237.06      | 0.00%             | 2026-10-29      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6705352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $0.18         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1718304.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $643.77       | 0.00%             | 2026-09-15      | Fixed         | 30.56%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817709 | PA      | $826307.26    | 0.04%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13929153.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4024 | PA      | $4072.28      | 0.00%             | 2027-04-20      | Fixed         | 9.59%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6240143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $0.00         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                 | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3245201 | PA      | $2753157.37   | 0.14%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7306657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12522 | PA      | $26.23        | 0.00%             | 2035-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1673600.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $2328.33      | 0.00%             | 2026-12-25      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7135696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $0.08         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7806254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2206 | PA      | $1154.65      | 0.00%             | 2035-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4700000 | PA      | $-50929.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15602128.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5869 | PA      | $6118.76      | 0.00%             | 2027-08-21      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5118658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $0.01         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048156.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1193.78      | 0.00%             | 2026-11-15      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188575003.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2022 | PA      | $2073.18      | 0.00%             | 2027-04-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7957773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7202 | PA      | $4181.73      | 0.00%             | 2036-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2831 | PA      | $2173.41      | 0.00%             | 2026-12-21      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6893482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $0.00         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5912773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13179 | PA      | $0.00         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6628718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5279 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albaugh LLC                                                             | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    504718 | PA      | $493362.08    | 0.03%             | 2029-04-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4394 | PA      | $4293.16      | 0.00%             | 2027-04-14      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Northwestern Mutual Global Funding                                      | Northwestern Mutual Global Funding                                                                | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5107458.45   | 0.27%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6871309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $0.00         | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5956156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4565 | PA      | $0.00         | 0.00%             | 2034-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $2244.91      | 0.00%             | 2027-01-18      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                           | Centene Corp.                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2492104.05   | 0.13%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950742.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3170 | PA      | $3124.61      | 0.00%             | 2027-04-14      | Fixed         | 13.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2439293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $398.69       | 0.00%             | 2027-01-18      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4390406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $0.13         | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293617.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2008 | PA      | $665.71       | 0.00%             | 2026-12-21      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2023-INV3, Class A1                                            | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1224653 | PA      | $1240523.75   | 0.06%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4889578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $0.00         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4872471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31400HFH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        39 | PA      | $40.20        | 0.00%             | 2033-03-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616368.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $2506.41      | 0.00%             | 2027-02-14      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5363132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7301 | PA      | $0.00         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Northwoods Capital 25 Ltd.                                              | Northwoods Capital 25 Ltd., Series 2021-25A, Class AR                                             | CUSIP: 668468AL5<br>LEI: 254900UXEMW3RG9T8D39 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002332.50   | 0.10%             | 2034-07-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                  | Novartis Capital Corp.                                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $4121176.88   | 0.22%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1887715.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $1967.77      | 0.00%             | 2027-03-20      | Fixed         | 13.02%                | 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        |    353223 | PA      | $354436.38    | 0.02%             | 2030-03-18      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437522.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $422.31       | 0.00%             | 2027-01-18      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3428606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $0.00         | 0.00%             | 2032-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2613043.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3340 | PA      | $3284.27      | 0.00%             | 2027-02-11      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5889950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7366336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4998 | PA      | $25.37        | 0.00%             | 2035-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                             | IQVIA, Inc.                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3474523.80   | 0.18%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33188 | PA      | $34083.26     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                            | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    443915 | PA      | $394529.51    | 0.02%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6158976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.00         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1749730.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4609 | PA      | $4593.72      | 0.00%             | 2027-04-06      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6013787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $0.07         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31401GY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       579 | PA      | $590.14       | 0.00%             | 2033-04-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6229129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44854 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6917870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $0.47         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5244949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $0.20         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2102 | PA      | $2072.04      | 0.00%             | 2027-06-18      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2274 | PA      | $2248.93      | 0.00%             | 2027-02-11      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3415734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $0.02         | 0.00%             | 2032-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6920256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9169 | PA      | $0.24         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cantor Commercial Real Estate Lending LP                                | Cantor Commercial Real Estate Lending LP, Series 2019-CF3, Class A2                               | CUSIP: 12529TAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2832269 | PA      | $2722187.57   | 0.14%             | 2053-01-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                               | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1238845.44   | 0.06%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7197712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $3.22         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31401BYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11073 | PA      | $11314.09     | 0.00%             | 2033-03-01      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8171784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $143.42       | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7578838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5942 | PA      | $423.81       | 0.00%             | 2035-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2049311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $2203.98      | 0.00%             | 2027-09-15      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Republic of Montenegro                                                  | Montenegro Government Bond                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    830000 | PA      | $943727.78    | 0.05%             | 2029-10-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6624765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7023 | PA      | $0.00         | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7069196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $0.40         | 0.00%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4457642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3469 | PA      | $0.00         | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7752431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $955.36       | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4927104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7625 | PA      | $0.84         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406BQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25200 | PA      | $26013.63     | 0.00%             | 2035-01-01      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1888883.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $2051.45      | 0.00%             | 2026-10-20      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7219666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $11.06        | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                        | Boeing Co. (The)                                                                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10398234.60  | 0.54%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $2044.57      | 0.00%             | 2027-02-10      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6477840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3007 | PA      | $0.00         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7566782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6213 | PA      | $57.57        | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6127374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $0.02         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6771253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4761 | PA      | $0.04         | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2609511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6389 | PA      | $6328.76      | 0.00%             | 2027-07-11      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2428214.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $647.28       | 0.00%             | 2027-01-13      | Fixed         | 10.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7869425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $340.62       | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 131775000 | PA      | $278177.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                       | Altar Bidco, Inc., First Lien, CME Term Loan                                                      | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    547165 | PA      | $541556.51    | 0.03%             | 2029-02-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3096816.00   | 0.16%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust, Series 2024-A, Class A3                                             | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5850427 | PA      | $5903699.80   | 0.31%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2434152.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4588 | PA      | $4520.59      | 0.00%             | 2027-01-14      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7231172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1053 | PA      | $86.65        | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7403168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7909 | PA      | $18.61        | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4860368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                        | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1038390.41   | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5517, Class FH                                                                      | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5811848 | PA      | $5845340.39   | 0.31%             | 2055-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd.                                                      | Dryden 80 CLO Ltd., Series 2019-80A, Class ARR                                                    | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7410265 | PA      | $7416337.29   | 0.39%             | 2033-01-17      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6364953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $0.00         | 0.00%             | 2034-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7372906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11654 | PA      | $391.15       | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5123870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $0.39         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                           | K2016470219 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |   1068278 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388JK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3429 | PA      | $3467.48      | 0.00%             | 2031-09-01      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15757316.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11760 | PA      | $12405.39     | 0.00%             | 2027-11-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4186988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $0.00         | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2425208.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1496.82      | 0.00%             | 2027-01-13      | Fixed         | 9.97%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17100593.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $3460.51      | 0.00%             | 2026-09-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7027254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $0.16         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southwick Park CLO LLC                                                  | Southwick Park CLO LLC, Series 2019-4A, Class A1RR                                                | CUSIP: 846031AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3040562 | PA      | $3049622.19   | 0.16%             | 2032-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6886999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $0.00         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4668525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Santander Holdings USA, Inc.                                            | Santander Holdings USA, Inc.                                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8183760.48   | 0.43%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6587169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6563 | PA      | $0.40         | 0.00%             | 2034-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5281103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Dental Services, Inc.                                           | Pacific Dental Services, Inc., First Lien, CME Term Loan                                          | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    283414 | PA      | $283748.01    | 0.01%             | 2031-03-17      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7690365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12368 | PA      | $147.01       | 0.00%             | 2035-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       599 | PA      | $590.88       | 0.00%             | 2026-11-15      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7118185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5235 | PA      | $304.63       | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6729839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18147 | PA      | $0.00         | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16652517.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6329 | PA      | $6406.06      | 0.00%             | 2027-09-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $81.71        | 0.00%             | 2027-01-13      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $1290.76      | 0.00%             | 2027-02-10      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7801213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $230.11       | 0.00%             | 2035-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                              | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    587567 | PA      | $588468.88    | 0.03%             | 2028-04-07      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust, Series 2019-GC42, Class A2                                          | CUSIP: 36257UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5597327 | PA      | $5464509.12   | 0.29%             | 2052-09-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951714.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4531 | PA      | $4466.81      | 0.00%             | 2027-04-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6401953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $0.00         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6990296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4702 | PA      | $0.00         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO XXII Ltd.                                               | Sound Point CLO XXII Ltd., Series 2019-1A, Class ARR                                              | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1561278 | PA      | $1564458.41   | 0.08%             | 2032-01-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4549873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $0.17         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cotiviti, Inc.                                                          | Cotiviti, Inc., First Lien, New CME Term Loan, B                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    338287 | PA      | $313974.46    | 0.02%             | 2031-05-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2428882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $1865.34      | 0.00%             | 2027-01-14      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188593509.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $2554.69      | 0.00%             | 2027-04-21      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6550814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4948 | PA      | $0.00         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                           | Owens Corning                                                                                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3568805.84   | 0.19%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5802372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5979 | PA      | $0.01         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14122876.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14969 | PA      | $15704.65     | 0.00%             | 2027-11-20      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7918484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4063 | PA      | $41.50        | 0.00%             | 2035-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5090985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $0.01         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7825597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $25.81        | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4508723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6372 | PA      | $0.20         | 0.00%             | 2033-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5266476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5109707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.13         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5774288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $0.35         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951339.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5724 | PA      | $5643.87      | 0.00%             | 2027-04-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5622466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $0.01         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6448205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7623 | PA      | $0.00         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5026306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5011 | PA      | $0.33         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6864433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $0.00         | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7288280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3733 | PA      | $11.83        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Empire State Development Corp.                                          | Empire State Development Corp., Series 2019 B                                                     | CUSIP: 64985TDP3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   6830000 | PA      | $6817053.05   | 0.36%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                   | AEGON Funding Co. LLC                                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7104201.37   | 0.37%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8007977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $40.25        | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3487584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $0.00         | 0.00%             | 2032-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $4537.06      | 0.00%             | 2027-04-14      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1693711.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3305 | PA      | $3433.00      | 0.00%             | 2027-01-31      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1688543.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4064 | PA      | $4096.35      | 0.00%             | 2027-01-13      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607076.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9826 | PA      | $9638.65      | 0.00%             | 2027-07-10      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5534237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6220 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7008617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $0.00         | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waste Management, Inc.                                                  | Waste Management, Inc.                                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998876.68    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604743.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3617 | PA      | $3557.01      | 0.00%             | 2027-02-10      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7556670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $6.94         | 0.00%             | 2035-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8169308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12466 | PA      | $271.30       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403AX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7059 | PA      | $7210.29      | 0.00%             | 2033-10-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402QTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8245 | PA      | $8373.78      | 0.00%             | 2034-11-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4556569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18356 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC                                    | Prime Security Services Borrower LLC, First Lien, 2025 Incremental CME Term Loan, B2              | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    345380 | PA      | $344157.38    | 0.02%             | 2032-03-08      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4147030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $0.04         | 0.00%             | 2032-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1696093.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4108 | PA      | $4190.56      | 0.00%             | 2027-02-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                          | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                                        | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2612000 | PA      | $2598783.80   | 0.14%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6941280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $0.05         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GBT US III LLC                                                          | GBT US III LLC, First Lien, CME Term Loan, B1                                                     | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9925 | PA      | $9896.87      | 0.00%             | 2031-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                    | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2786629.66   | 0.15%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2948843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3935.08      | 0.00%             | 2027-04-14      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5058089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14655 | PA      | $0.00         | 0.00%             | 2033-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2617141.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1646.40      | 0.00%             | 2027-02-14      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                        | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    208812 | PA      | $209595.33    | 0.01%             | 2031-09-09      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6839017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $0.00         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1658775.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6046 | PA      | $6031.73      | 0.00%             | 2026-11-02      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| N/A                                                                     | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5500000 | PA      | $324561.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298313.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3873 | PA      | $3841.56      | 0.00%             | 2026-12-22      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2049349.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $449.78       | 0.00%             | 2026-11-15      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4631665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $0.00         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2046952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1112.79      | 0.00%             | 2027-06-15      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1717659.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $636.71       | 0.00%             | 2026-09-15      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $2254.02      | 0.00%             | 2027-02-10      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5044278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $0.00         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                              | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514391.00    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cimpress USA, Inc.                                                      | Cimpress USA, Inc., First Lien, 2024-2 Refinancing CME Term Loan, B1                              | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    460434 | PA      | $461299.17    | 0.02%             | 2028-05-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7555230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $1.07         | 0.00%             | 2035-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6752687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $0.00         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385RXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       427 | PA      | $427.07       | 0.00%             | 2026-11-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1702050.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2802 | PA      | $2856.92      | 0.00%             | 2027-01-14      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11536 | PA      | $6761.99      | 0.00%             | 2027-02-11      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $821.64       | 0.00%             | 2026-12-22      | Fixed         | 22.98%                | No            |                  3 | On Loan: No      |
| General Electric Co.                                                    | General Electric Co.                                                                              | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1173433.16   | 0.06%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4810478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13210 | PA      | $0.00         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188574271.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17468 | PA      | $0.00         | 0.00%             | 2027-11-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4532929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $0.13         | 0.00%             | 2033-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2430681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10807 | PA      | $784.73       | 0.00%             | 2027-01-14      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7804801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17812 | PA      | $140.40       | 0.00%             | 2035-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8255 | PA      | $8059.10      | 0.00%             | 2027-07-16      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607135.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1597 | PA      | $1087.48      | 0.00%             | 2027-12-20      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6003035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40734 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14902078.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8569 | PA      | $8670.38      | 0.00%             | 2027-07-07      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5762467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.10         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7736276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $14.97        | 0.00%             | 2035-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                     | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3900000 | PA      | $3866315.31   | 0.20%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                             | Indicor LLC, First Lien, Dollar CME Term Loan, D                                                  | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    583904 | PA      | $584566.81    | 0.03%             | 2029-11-22      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15718443.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14084 | PA      | $14840.96     | 0.00%             | 2027-11-30      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4513287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12361 | PA      | $0.43         | 0.00%             | 2033-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14882473.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5474 | PA      | $5512.22      | 0.00%             | 2026-07-17      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11751120.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8576 | PA      | $8667.36      | 0.00%             | 2026-12-23      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                      | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4280581.58   | 0.22%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6378691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5925 | PA      | $0.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2433991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $596.95       | 0.00%             | 2027-11-14      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust, Series 2026-PJ1, Class A27                                   | CUSIP: 36275TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481000 | PA      | $482061.37    | 0.03%             | 2056-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings | JBS NV / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. Holdings                           | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    900000 | PA      | $871407.63    | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3622745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5722 | PA      | $0.20         | 0.00%             | 2032-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2434298.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $366.18       | 0.00%             | 2027-01-14      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188630360.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7735 | PA      | $7916.59      | 0.00%             | 2027-04-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616717.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $816.05       | 0.00%             | 2027-02-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404JS55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       125 | PA      | $127.36       | 0.00%             | 2034-03-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8086839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       599 | PA      | $450.96       | 0.00%             | 2036-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                             | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    214380 | PA      | $213509.57    | 0.01%             | 2030-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7173037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3983 | PA      | $4.23         | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411SM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3903 | PA      | $3982.48      | 0.00%             | 2037-02-01      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6315256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $0.10         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7929817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $16.95        | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $2493.12      | 0.00%             | 2026-11-22      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608264.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7763 | PA      | $5705.23      | 0.00%             | 2027-02-20      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5618906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2590 | PA      | $0.02         | 0.00%             | 2034-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094312.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7912 | PA      | $7828.35      | 0.00%             | 2026-11-22      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2293347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8582 | PA      | $6543.15      | 0.00%             | 2026-12-21      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $2711.36      | 0.00%             | 2027-01-14      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411UXU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1556 | PA      | $1601.26      | 0.00%             | 2037-04-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6308976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $0.00         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7334250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $97.56        | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.                                     | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1RR                                   | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1395000 | PA      | $1397772.03   | 0.07%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296510.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $3568.65      | 0.00%             | 2027-05-21      | Fixed         | 28.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5568047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25893 | PA      | $0.00         | 0.00%             | 2033-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15602395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $2938.88      | 0.00%             | 2026-06-24      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $139.74       | 0.00%             | 2027-01-13      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7966654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $340.11       | 0.00%             | 2036-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $636.73       | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1288.63      | 0.00%             | 2027-06-14      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4840100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $0.13         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6552 | PA      | $6456.48      | 0.00%             | 2027-10-22      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385Y2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8361 | PA      | $8410.65      | 0.00%             | 2040-06-01      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                  | Egypt Government Bond                                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    850000 | PA      | $894550.36    | 0.05%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7805105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3618 | PA      | $622.42       | 0.00%             | 2035-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4669930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust, Series 2025-HE5, Class A                                                             | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170924 | PA      | $1184991.39   | 0.06%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11749683.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $4099.43      | 0.00%             | 2027-01-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31363EH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       649 | PA      | $653.43       | 0.00%             | 2029-08-01      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5881097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1672 | PA      | $0.00         | 0.00%             | 2034-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Transocean International Ltd.                                           | Transocean International Ltd.                                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1125000 | PA      | $1173306.38   | 0.06%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GDB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15191 | PA      | $15472.93     | 0.00%             | 2034-09-01      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14181485.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5384 | PA      | $5413.71      | 0.00%             | 2026-06-17      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8013310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38986 | PA      | $1690.23      | 0.00%             | 2036-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7222571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $2.70         | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8033451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       298 | PA      | $147.35       | 0.00%             | 2036-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brand Industrial Services, Inc.                                         | Brand Industrial Services, Inc., First Lien, CME Term Loan, C                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    443205 | PA      | $393344.21    | 0.02%             | 2030-08-01      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6216579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $0.05         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14165192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $912.18       | 0.00%             | 2027-06-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4430691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $0.02         | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4431496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $0.00         | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7395779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12121 | PA      | $19.34        | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7378207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9549 | PA      | $15.54        | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094766.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $197.83       | 0.00%             | 2026-11-22      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| NYC Commercial Mortgage Trust                                           | NYC Commercial Mortgage Trust, Series 2025-28L, Class A                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145000 | PA      | $3162374.24   | 0.17%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6321758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $0.40         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8169173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3690 | PA      | $2130.05      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950781.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3953 | PA      | $3927.65      | 0.00%             | 2027-04-14      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4452962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8915 | PA      | $0.00         | 0.00%             | 2033-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                    | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                      | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2545484 | PA      | $2558952.37   | 0.13%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                | VICI Properties LP / VICI Note Co., Inc.                                                          | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4176896.18   | 0.22%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7333444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3031 | PA      | $13.37        | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7771118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11006 | PA      | $1313.15      | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6505793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $0.00         | 0.00%             | 2034-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402RH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5812 | PA      | $5843.06      | 0.00%             | 2044-10-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5894989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $0.05         | 0.00%             | 2034-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC, First Lien, 2021 CME Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321081 | PA      | $1793.24      | 0.00%             | 2027-03-30      | Variable      | 10.81%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                             | Allied Universal Holdco LLC, First Lien, Amendment No. 7 Replacement USD CME Term Loan            | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    180840 | PA      | $181397.36    | 0.01%             | 2032-08-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8046874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $304.40       | 0.00%             | 2036-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Skopima Consilio Parent LLC                                             | Skopima Consilio Parent LLC, First Lien, Amendment No. 5 CME Term Loan                            | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    443252 | PA      | $382082.95    | 0.02%             | 2028-05-12      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5837692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14335800.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $2278.51      | 0.00%             | 2027-07-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7026 | PA      | $6913.74      | 0.00%             | 2027-02-28      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6813899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $0.42         | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4639123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $0.02         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6429640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5813 | PA      | $0.07         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6428407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2300425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $1825.40      | 0.00%             | 2026-12-22      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Engie SA                                                                | Engie SA                                                                                          | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4137929.08   | 0.22%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    130035 | PA      | $130360.02    | 0.01%             | 2028-08-21      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5980834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2059 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1675322.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4759 | PA      | $4962.50      | 0.00%             | 2026-12-30      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5594146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $0.39         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2610773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5167 | PA      | $5093.77      | 0.00%             | 2027-02-11      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| APi Group DE, Inc.                                                      | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                                    | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    350000 | PA      | $351275.75    | 0.02%             | 2029-01-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4874117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3842 | PA      | $0.16         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1154.99      | 0.00%             | 2027-04-14      | Fixed         | 9.14%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426991.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1402.19      | 0.00%             | 2027-01-13      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7530940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $5.96         | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5042184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $0.00         | 0.00%             | 2033-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8058200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $238.90       | 0.00%             | 2036-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6526070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $0.00         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432911.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1515.81      | 0.00%             | 2027-01-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                         | TransDigm, Inc., First Lien, CME Term Loan, K                                                     | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    329175 | PA      | $329257.29    | 0.02%             | 2030-03-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406DWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28906 | PA      | $29617.77     | 0.00%             | 2034-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5241436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $0.17         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7971074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4437 | PA      | $2446.85      | 0.00%             | 2036-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949051.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $2097.72      | 0.00%             | 2027-04-14      | Fixed         | 32.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7025788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11440 | PA      | $0.00         | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54000000 | PA      | $53096132.88  | 2.78%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5380422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12758 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5820502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6690132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $0.01         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6949328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5721 | PA      | $0.00         | 0.00%             | 2035-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4814186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3604 | PA      | $0.42         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7994568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $503.63       | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5381740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $0.00         | 0.00%             | 2033-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5138301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7442460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $4.66         | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust, Series 2025-HE4, Class A                                                             | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4005210 | PA      | $4067014.10   | 0.21%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7353529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1.93         | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7950492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4103 | PA      | $79.79        | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                                    | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7822423.83   | 0.41%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1716286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2591.22      | 0.00%             | 2026-09-15      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5438, Class FC                                                                      | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5163600 | PA      | $5202623.80   | 0.27%             | 2054-08-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296962.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $972.15       | 0.00%             | 2026-12-22      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7121348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $1.26         | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7721658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7766 | PA      | $75.44        | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949125.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1343.14      | 0.00%             | 2027-04-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                                | Motorola Solutions, Inc.                                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3164107.29   | 0.17%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd.                                                   | Trinitas CLO XII Ltd., Series 2020-12A, Class A1R2                                                | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   1424200 | PA      | $1425744.85   | 0.07%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047594.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $220.10       | 0.00%             | 2026-11-15      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2299006.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3373 | PA      | $3309.90      | 0.00%             | 2026-12-22      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                   | Bank of America Corp.                                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8037831.52   | 0.42%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government of Jamaica (The)                                             | Jamaica Government Bond                                                                           | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   1140000 | PA      | $1180378.80   | 0.06%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13705972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4078 | PA      | $4264.62      | 0.00%             | 2027-05-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                   | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6187898.94   | 0.32%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7944011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1767 | PA      | $1151.57      | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2437431.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $653.56       | 0.00%             | 2027-02-16      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4030312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $0.00         | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950927.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1239 | PA      | $1221.29      | 0.00%             | 2027-04-14      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Starwood Property Trust, Inc.                                           | Starwood Property Trust, Inc.                                                                     | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1622108.80   | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                      | APLD ComputeCo LLC                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $639596.47    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6165678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $0.10         | 0.00%             | 2034-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5806812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2433930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3184 | PA      | $3136.58      | 0.00%             | 2027-01-14      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1829.30      | 0.00%             | 2027-02-10      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8128102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $34.83        | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17450366.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5088 | PA      | $5248.54      | 0.00%             | 2027-09-13      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| N/A                                                                     | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -473 | NC      | $346758.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7759395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $27.24        | 0.00%             | 2035-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7040905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22019 | PA      | $12.88        | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2927.93      | 0.00%             | 2027-04-14      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6276763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $0.12         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048855.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2055.43      | 0.00%             | 2026-11-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6894291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $0.02         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8004961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12843 | PA      | $168.04       | 0.00%             | 2036-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7618459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6239 | PA      | $676.17       | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1751020.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1765.69      | 0.00%             | 2027-04-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406H3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1944 | PA      | $2023.22      | 0.00%             | 2035-01-01      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6134623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17381 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust, Series 2019-C16, Class A3                                          | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3460000 | PA      | $3410459.03   | 0.18%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5861074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2179 | PA      | $0.04         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apidos CLO XXXV                                                         | Apidos CLO XXXV Ltd., Series 2021-35A, Class A                                                    | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |  19306000 | PA      | $19329025.19  | 1.01%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034200.00   | 0.11%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1885428.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4802 | PA      | $129.14       | 0.00%             | 2026-10-20      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34116 | PA      | $34913.05     | 0.00%             | 2036-11-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8193543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $142.75       | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4650952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $0.74         | 0.00%             | 2033-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3995187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $0.15         | 0.00%             | 2032-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1686612.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6110 | PA      | $6188.90      | 0.00%             | 2026-12-25      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604862.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3704 | PA      | $2332.45      | 0.00%             | 2027-02-10      | Fixed         | 27.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6041701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6983 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                 | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    416256 | PA      | $417248.75    | 0.02%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434529.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $1610.80      | 0.00%             | 2027-01-14      | Fixed         | 8.37%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6676382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $0.20         | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5876337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $0.03         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7812032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $23.22        | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5978395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5654 | PA      | $0.27         | 0.00%             | 2034-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3166 | PA      | $3128.93      | 0.00%             | 2026-11-22      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1199 | PA      | $1182.82      | 0.00%             | 2027-04-14      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1862311.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $1735.46      | 0.00%             | 2026-10-20      | Fixed         | 26.09%                | No            |                  3 | On Loan: No      |
| Flash Charm, Inc.                                                       | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    457597 | PA      | $410807.55    | 0.02%             | 2028-03-02      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3516078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8033 | PA      | $0.34         | 0.00%             | 2032-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2299578.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $871.88       | 0.00%             | 2026-12-22      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $737.76       | 0.00%             | 2026-12-03      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                                     | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250750 | PA      | $1249322.30   | 0.07%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                                           | Project Aurora US Finco, Inc., First Lien, CME Term Loan, B2                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     40356 | PA      | $40482.30     | 0.00%             | 2032-09-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6878988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31652 | PA      | $0.00         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3                                      | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5194735 | PA      | $5229216.43   | 0.27%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7340626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $139.90       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6733026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13883 | PA      | $3.25         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4873945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $0.14         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6957595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $0.00         | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2434 | PA      | $2394.52      | 0.00%             | 2027-02-11      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Republic of Uzbekistan International Bond                               | Uzbekistan Government Bond                                                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1090000 | PA      | $1168438.51   | 0.06%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                      | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    635000 | PA      | $636761.40    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3365511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $0.00         | 0.00%             | 2032-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8004901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $252.33       | 0.00%             | 2036-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15709743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15391 | PA      | $15638.05     | 0.00%             | 2027-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4077814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $0.11         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4171907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4783 | PA      | $0.00         | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7484169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9733 | PA      | $62.23        | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14865961.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12545 | PA      | $12726.43     | 0.00%             | 2027-07-21      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4684220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $0.01         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4557410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3425756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $0.00         | 0.00%             | 2032-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRKCM Trust                                                             | PRKCM Trust, Series 2024-HOME1, Class A1                                                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316330 | PA      | $1338642.71   | 0.07%             | 2059-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607078.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $673.68       | 0.00%             | 2027-02-10      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                 | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    293010 | PA      | $295118.16    | 0.02%             | 2031-10-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7951448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2679 | PA      | $107.16       | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16055829.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4453 | PA      | $4530.73      | 0.00%             | 2027-08-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7396701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3637 | PA      | $24.51        | 0.00%             | 2035-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southern Veterinary Partners LLC                                        | Southern Veterinary Partners LLC, First Lien, 2025 New CME Term Loan                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    299250 | PA      | $299438.51    | 0.02%             | 2031-12-04      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296819.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $230.57       | 0.00%             | 2026-12-22      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8100556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1091 | PA      | $435.57       | 0.00%             | 2036-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aggreko Holdings, Inc.                                                  | Aggreko Holdings, Inc., First Lien, 2025 Amended USD CME Term Loan                                | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |     60692 | PA      | $60530.67     | 0.00%             | 2031-05-21      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8112993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $164.11       | 0.00%             | 2036-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5400388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14820629.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7207 | PA      | $7449.35      | 0.00%             | 2026-08-20      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048844.30   | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6647657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $0.00         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1708892.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5449 | PA      | $5450.74      | 0.00%             | 2027-02-20      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611297.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4770 | PA      | $4721.18      | 0.00%             | 2027-02-11      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4646107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $0.40         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2611533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1313.82      | 0.00%             | 2027-02-11      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                    | CrossCountry Intermediate HoldCo LLC                                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $172760.80    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11708423.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9690 | PA      | $10014.73     | 0.00%             | 2026-12-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6145876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $0.00         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2423151.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1201 | PA      | $1183.30      | 0.00%             | 2027-01-13      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2607854.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $2126.34      | 0.00%             | 2027-02-10      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6006837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $0.28         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5991501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $0.03         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7987273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $61.63        | 0.00%             | 2036-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1688975.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6271 | PA      | $6268.96      | 0.00%             | 2027-02-26      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3953673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15871509.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7728 | PA      | $8032.95      | 0.00%             | 2027-08-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                                   | Elevance Health, Inc.                                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4011018.52   | 0.21%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                             | Huntington Bancshares, Inc.                                                                       | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3144946.95   | 0.16%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6709200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $0.03         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5729235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $1.25         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4924187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $0.03         | 0.00%             | 2033-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2024-8, Class FA                                                                     | CUSIP: 3136BQU49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5877275 | PA      | $5918633.88   | 0.31%             | 2054-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM1, Class A1                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   1340063 | PA      | $1351168.15   | 0.07%             | 2063-11-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXI Ltd.                                                    | Apidos CLO XXXI Ltd., Series 2019-31A, Class A1R                                                  | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   1224687 | PA      | $1227675.94   | 0.06%             | 2031-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                                       | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424708 | PA      | $427130.31    | 0.02%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4558347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6483587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6888 | PA      | $0.71         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615756.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $75.78        | 0.00%             | 2027-02-11      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7612178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $26.98        | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                       | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4224971.28   | 0.22%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7873942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $11.49        | 0.00%             | 2035-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2094906.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $138.34       | 0.00%             | 2027-09-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6487981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $0.00         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2430722.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3713 | PA      | $3662.24      | 0.00%             | 2027-01-14      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                      | Coca-Cola Europacific Partners plc                                                                | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $4297608.66   | 0.23%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6192067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $0.00         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1673612.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1570 | PA      | $1597.34      | 0.00%             | 2026-12-16      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7571635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7183 | PA      | $41.21        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8136487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $37.54        | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                        | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1825088.38   | 0.10%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA, Series 2020-77, Class HI                                                                    | CUSIP: 3136BCVU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11468871 | PA      | $2352303.25   | 0.12%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6420149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12660 | PA      | $0.49         | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7678020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $33.20        | 0.00%             | 2035-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| F&G Global Funding                                                      | F&G Global Funding                                                                                | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5922249.56   | 0.31%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2300059.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1059 | PA      | $1040.12      | 0.00%             | 2026-12-22      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6022726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $0.20         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5877622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $0.00         | 0.00%             | 2034-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6983671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5611 | PA      | $1.01         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15556990.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4166 | PA      | $4276.39      | 0.00%             | 2027-07-06      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1694887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1665.01      | 0.00%             | 2027-02-15      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6401970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $0.29         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403HUF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4786 | PA      | $4818.92      | 0.00%             | 2033-11-01      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                      | Metropolitan Life Global Funding I                                                                | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4193812.96   | 0.22%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5565100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4394687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $0.00         | 0.00%             | 2033-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8119812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1138 | PA      | $595.78       | 0.00%             | 2036-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $160.65       | 0.00%             | 2027-05-21      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4989575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6566878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $0.03         | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949070.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8455 | PA      | $8337.03      | 0.00%             | 2027-04-14      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5142732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6584354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3884 | PA      | $0.62         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2046932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4309 | PA      | $4249.06      | 0.00%             | 2026-11-15      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2292686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $629.71       | 0.00%             | 2026-12-21      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6643579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7884 | PA      | $0.00         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11359 | PA      | $11283.17     | 0.00%             | 2027-04-14      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2949727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $805.54       | 0.00%             | 2027-04-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6149785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $0.05         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7967183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $189.23       | 0.00%             | 2036-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2019-2, Class A3                                          | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1669573 | PA      | $1614128.91   | 0.08%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6860765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $0.28         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606928.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $14.99        | 0.00%             | 2027-02-10      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6594291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6540 | PA      | $0.00         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4880047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $0.01         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6482925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $0.00         | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31419AFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83819 | PA      | $86032.22     | 0.00%             | 2036-11-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6256740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $0.04         | 0.00%             | 2034-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8203457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $624.38       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2602511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11285 | PA      | $816.45       | 0.00%             | 2027-02-10      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC, Series 5549, Class FE                                                                      | CUSIP: 3137HLSX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8180601 | PA      | $8246398.03   | 0.43%             | 2055-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4646691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $0.04         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5966970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6042 | PA      | $0.72         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6991595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $0.00         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410GME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       585 | PA      | $605.67       | 0.00%             | 2037-09-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6604448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $0.00         | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC, First Lien, 2024 December New CME Term Loan                                         | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    206347 | PA      | $169647.18    | 0.01%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7025111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $0.33         | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402NYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3584 | PA      | $3645.76      | 0.00%             | 2033-06-01      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6207861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37929 | PA      | $0.28         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5328895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950333.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1234.55      | 0.00%             | 2027-04-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                                 | Quest Diagnostics, Inc.                                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4142294.20   | 0.22%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4607817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $0.11         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4561168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $0.01         | 0.00%             | 2033-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7618821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $55.41        | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7027442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $0.54         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188110736.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5163 | PA      | $0.00         | 0.00%             | 2027-04-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                    | GNMA II                                                                                           | CUSIP: 36202K6G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        35 | PA      | $34.94        | 0.00%             | 2026-09-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31388JK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18912 | PA      | $19317.22     | 0.00%             | 2031-11-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2950357.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4985 | PA      | $1494.70      | 0.00%             | 2027-04-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $677.07       | 0.00%             | 2027-01-14      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1718966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5381 | PA      | $5315.11      | 0.00%             | 2028-09-15      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1681444.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7402 | PA      | $1705.52      | 0.00%             | 2026-12-27      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1674635.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4049 | PA      | $4091.99      | 0.00%             | 2026-12-17      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8008058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $260.58       | 0.00%             | 2036-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6961528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.05         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OPENLANE, Inc.                                                          | OPENLANE, Inc., First Lien, 2025 Incremental CME Term Loan                                        | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    272000 | PA      | $272510.00    | 0.01%             | 2032-10-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                         | DR Horton, Inc.                                                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4682287.14   | 0.25%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7928332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $9.89         | 0.00%             | 2035-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11603796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4503 | PA      | $4707.75      | 0.00%             | 2027-01-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5741356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7530073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3686 | PA      | $17.08        | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7483153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $8.50         | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4637259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $0.04         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                              | Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class AR                             | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    355000 | PA      | $355835.38    | 0.02%             | 2036-07-23      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2025-V19, Class AS                                               | CUSIP: 08164DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2832000 | PA      | $2928860.06   | 0.15%             | 2058-01-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                               | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR                              | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   9960000 | PA      | $9969060.28   | 0.52%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                 | Hyundai Capital America                                                                           | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4049042.68   | 0.21%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7919391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $234.37       | 0.00%             | 2035-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5243505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20719 | PA      | $1.13         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2095326.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $1138.43      | 0.00%             | 2026-11-22      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2242642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1722 | PA      | $1708.22      | 0.00%             | 2026-12-22      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    415093 | PA      | $418864.33    | 0.02%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2048909.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $677.90       | 0.00%             | 2026-11-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                         | Penske Truck Leasing Co. LP / PTL Finance Corp.                                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4121946.76   | 0.22%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       559 | PA      | $40.47        | 0.00%             | 2027-11-11      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5250769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4773719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $0.00         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2298046.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2611 | PA      | $2581.07      | 0.00%             | 2026-12-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6136481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4428 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6888564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $0.00         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2425795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1411.05      | 0.00%             | 2027-01-13      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                  | Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 1A                                   | CUSIP: 589929F94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17874 | PA      | $17341.17     | 0.00%             | 2028-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31403GCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1151 | PA      | $1182.57      | 0.00%             | 2033-09-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                      | Central Parent LLC, First Lien, 2024 Refinancing CME Term Loan                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    359732 | PA      | $289584.04    | 0.02%             | 2029-07-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4004 | PA      | $3941.83      | 0.00%             | 2027-02-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296844.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $542.73       | 0.00%             | 2026-12-22      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2431725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18973 | PA      | $2713.99      | 0.00%             | 2027-06-28      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1705371.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7589 | PA      | $7609.06      | 0.00%             | 2027-01-20      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406GY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2568 | PA      | $2629.17      | 0.00%             | 2035-03-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                  | UGCard, 991817978.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2292073.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $853.75       | 0.00%             | 2026-12-21      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4926169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                    | GNMA II                                                                                           | CUSIP: 36202K5J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       334 | PA      | $334.64       | 0.00%             | 2026-08-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                          | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2000000 | PA      | $2060448.00   | 0.11%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                      | Harbour Energy plc                                                                                | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   6800000 | PA      | $6810605.96   | 0.36%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6216601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3693768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $0.05         | 0.00%             | 2032-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                               | First Student Bidco, Inc., First Lien, CME Term Loan, C                                           | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     79916 | PA      | $79866.47     | 0.00%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3251 | PA      | $3262.22      | 0.00%             | 2044-07-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2946278.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4495 | PA      | $4461.72      | 0.00%             | 2027-04-14      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Watlow Electric Manufacturing Co.                                       | Watlow Electric Manufacturing Co., First Lien, Initial CME Term Loan                              | CUSIP: 94254PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    570393 | PA      | $573424.31    | 0.03%             | 2028-03-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7984186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $615.78       | 0.00%             | 2036-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4881617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $0.03         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1756335.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8028 | PA      | $8165.38      | 0.00%             | 2027-04-12      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2082 | PA      | $150.81       | 0.00%             | 2027-03-15      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| Beacon Mobility Corp.                                                   | Beacon Mobility Corp.                                                                             | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109987.50    | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Radar Bidco SARL                                                        | Radar Bidco SARL, First Lien, CME Term Loan, B3                                                   | CUSIP: L7781HAE9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    207809 | PA      | $208501.65    | 0.01%             | 2031-04-04      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15449600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2933 | PA      | $2963.48      | 0.00%             | 2027-11-15      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2422977.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4242 | PA      | $302.64       | 0.00%             | 2027-01-13      | Fixed         | 28.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608576.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $1297.51      | 0.00%             | 2027-02-10      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5047301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GSR Mortgage Loan Trust                                                 | GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1                                               | CUSIP: 36242DUL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49911 | PA      | $47763.82     | 0.00%             | 2035-01-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1882891.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $868.06       | 0.00%             | 2027-08-20      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6041983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40970 | PA      | $1.31         | 0.00%             | 2034-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5266837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2434302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1168.65      | 0.00%             | 2027-01-14      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| BANK5 Trust                                                             | BANK5 Trust, Series 2025-5YR18, Class XA                                                          | CUSIP: 06604CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43179878 | PA      | $1915006.02   | 0.10%             | 2058-12-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6941294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4003 | PA      | $0.00         | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OLIT                                                                    | OLIT, Series 2025-HB2, Class A                                                                    | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3291464 | PA      | $3228854.02   | 0.17%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                   | PG Polaris BidCo SARL, First Lien, Second Amendment Refinancing CME Term Loan                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    174634 | PA      | $174868.50    | 0.01%             | 2031-03-26      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16690743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3344 | PA      | $3390.95      | 0.00%             | 2027-08-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15638158.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3936 | PA      | $4052.43      | 0.00%             | 2027-08-14      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2605139.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1468.78      | 0.00%             | 2029-02-10      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6120756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $0.03         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4761481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $0.00         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4549880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $0.06         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3361155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $0.05         | 0.00%             | 2032-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture 41 CLO Ltd.                                                     | Venture 41 CLO Ltd., Series 2021-41A, Class A1RR                                                  | CUSIP: 92326JAW2<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8509583.18   | 0.45%             | 2034-01-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6403479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3187 | PA      | $0.17         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2095820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3238 | PA      | $3197.67      | 0.00%             | 2027-04-22      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Romania                                                                 | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1680000 | PA      | $1991948.81   | 0.10%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                                              | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675503 | PA      | $1514774.41   | 0.08%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4908035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5837 | PA      | $0.14         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2431623.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11940 | PA      | $11831.18     | 0.00%             | 2027-02-02      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7936898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $9.00         | 0.00%             | 2035-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delek US Holdings, Inc.                                                 | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    497436 | PA      | $496993.18    | 0.03%             | 2029-11-09      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4914 | PA      | $4874.24      | 0.00%             | 2033-08-01      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6147492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $0.04         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                              | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865588 | PA      | $864060.33    | 0.05%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6816661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8210 | PA      | $0.36         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                 | Banque Ouest Africaine de Developpement                                                           | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |   3900000 | PA      | $3906725.43   | 0.20%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7725971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $23.22        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2613777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $796.59       | 0.00%             | 2027-07-11      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951375.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $1178.64      | 0.00%             | 2027-04-14      | Fixed         | 22.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2432514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8395 | PA      | $8234.53      | 0.00%             | 2027-01-14      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1750153.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $3050.07      | 0.00%             | 2027-04-06      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4660577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5607 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14818480.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10245 | PA      | $10340.82     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8189328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $67.27        | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31375VE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70547 | PA      | $72801.17     | 0.00%             | 2036-08-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7085122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $2.05         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7484605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $13.48        | 0.00%             | 2035-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust, Series 2025-1, Class A                                        | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6868000 | PA      | $6951837.68   | 0.36%             | 2026-07-23      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7633336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27598 | PA      | $347.83       | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                                    | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5647974.70   | 0.30%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426985.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10405 | PA      | $10262.43     | 0.00%             | 2027-01-13      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611816.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $194.55       | 0.00%             | 2027-07-12      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1209.93      | 0.00%             | 2026-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4812628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7404 | PA      | $0.15         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4609191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6989032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $0.00         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7378050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $5.53         | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7807568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $808.49       | 0.00%             | 2035-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6519286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $0.06         | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1681423.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3366 | PA      | $3372.47      | 0.00%             | 2026-12-20      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2294886.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $494.05       | 0.00%             | 2026-12-21      | Fixed         | 19.07%                | 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        |    100144 | PA      | $100268.92    | 0.01%             | 2029-01-19      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2605935.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3377 | PA      | $3317.90      | 0.00%             | 2027-12-10      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11750409.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7592 | PA      | $7885.02      | 0.00%             | 2027-09-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6912511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13290 | PA      | $1.08         | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5984682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5588372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $0.06         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1714660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5915 | PA      | $4710.47      | 0.00%             | 2026-09-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2096102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1600.01      | 0.00%             | 2026-11-22      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3700150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $0.01         | 0.00%             | 2032-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2436944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8339 | PA      | $6153.50      | 0.00%             | 2027-01-18      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6038307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11023 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4625409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14243912.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $4045.77      | 0.00%             | 2027-06-17      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5550397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15348 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2429192.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $2289.97      | 0.00%             | 2027-01-14      | Fixed         | 34.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2608348.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $1960.66      | 0.00%             | 2027-02-10      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7301207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $14.04        | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14964964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4056 | PA      | $4195.27      | 0.00%             | 2026-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6487587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $0.00         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                | Franklin Institutional U.S. Government Money Market Fund                                          | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        | 127441895 | NS      | $127441895.17 | 6.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MX Holdings US, Inc.                                                    | MX Holdings US, Inc., First Lien, Senior USD CME Term Loan, B                                     | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | DE        |     67674 | PA      | $67801.32     | 0.00%             | 2032-03-17      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                            | Avolon Holdings Funding Ltd.                                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2065000 | PA      | $2078054.87   | 0.11%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6582526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $0.00         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7097479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9363 | PA      | $4.73         | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8217192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6120 | PA      | $5026.92      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $759.76       | 0.00%             | 2027-04-14      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                               | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3359035.10   | 0.18%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                          | Southern Co. Gas Capital Corp., Series A                                                          | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1096254.92   | 0.06%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4027848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13882 | PA      | $0.00         | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2612944.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $2599.52      | 0.00%             | 2027-02-24      | Fixed         | 29.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3908447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $0.00         | 0.00%             | 2032-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4604781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $0.54         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7124599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38369 | PA      | $31.86        | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4620208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $0.00         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2048990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $1177.52      | 0.00%             | 2027-04-15      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5732468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6007679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $0.03         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1360 | PA      | $1344.65      | 0.00%             | 2027-04-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3212181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $0.00         | 0.00%             | 2032-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6587941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $0.07         | 0.00%             | 2034-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of the Philippines                                             | Philippines Government Bond                                                                       | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1270000 | PA      | $1519241.89   | 0.08%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5006802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7127 | PA      | $0.00         | 0.00%             | 2033-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6719031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $0.00         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                            | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2071138.00   | 0.11%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7778609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $104.12       | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15602475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6640 | PA      | $6738.95      | 0.00%             | 2027-08-19      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Huntington National Bank (The)                                          | Huntington National Bank (The)                                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7445590.07   | 0.39%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                       | Cigna Group (The)                                                                                 | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3440375.34   | 0.18%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5096024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9361 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3407926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $0.03         | 0.00%             | 2032-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7899837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $71.28        | 0.00%             | 2035-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31390WRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32927 | PA      | $33351.38     | 0.00%             | 2033-09-01      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2603295.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $4769.31      | 0.00%             | 2027-08-24      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7816657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $17.78        | 0.00%             | 2035-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6540169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31389R4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8107 | PA      | $8311.43      | 0.00%             | 2032-03-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7093323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $0.86         | 0.00%             | 2035-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7056063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $0.36         | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6829291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13368 | PA      | $0.00         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Station Place Securitization Trust                                      | Station Place Securitization Trust, Series 2025-7, Class A                                        | CUSIP: 85779XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6909000 | PA      | $6926051.41   | 0.36%             | 2026-11-24      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6858854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8486 | PA      | $0.00         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7535771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $89.41        | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6537839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2049268.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $176.70       | 0.00%             | 2026-11-15      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3238373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $0.01         | 0.00%             | 2032-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                                    | Highline Aftermarket Acquisition LLC, First Lien, 2025-1 CME Term Loan                            | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |    237130 | PA      | $238168.37    | 0.01%             | 2030-02-13      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6135022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3251 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7826584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $309.43       | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6604310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6823299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $0.00         | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13695730.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3839 | PA      | $356.42       | 0.00%             | 2027-06-28      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2434354.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1262.92      | 0.00%             | 2027-01-14      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust, Series 2024-A, Class A3                                           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3291736 | PA      | $3321368.49   | 0.17%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2047100.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $795.58       | 0.00%             | 2026-11-15      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2910997.56   | 0.15%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 187548690.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8593 | PA      | $0.00         | 0.00%             | 2027-04-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7267389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $2.34         | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2603034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2927 | PA      | $2893.44      | 0.00%             | 2027-02-10      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7180248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12879 | PA      | $29.11        | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4877812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $0.00         | 0.00%             | 2033-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                           | Mill City Mortgage Loan Trust, Series 2018-1, Class A1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402211 | PA      | $400768.98    | 0.02%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6304870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15082 | PA      | $0.00         | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4938983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $0.01         | 0.00%             | 2033-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4012864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       417 | PA      | $0.00         | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4886936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29822 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class A1                                               | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   2083350 | PA      | $2087058.57   | 0.11%             | 2045-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8134991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11676 | PA      | $3687.58      | 0.00%             | 2036-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435380.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $1335.17      | 0.00%             | 2027-01-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                         | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5422156.03   | 0.28%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| KnowBe4, Inc.                                                           | KnowBe4, Inc., First Lien, CME Term Loan                                                          | CUSIP: 49925TAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312500 | PA      | $301562.50    | 0.02%             | 2032-07-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1278.41      | 0.00%             | 2027-02-11      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                | South Africa Government Bond                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1920000 | PA      | $1938192.21   | 0.10%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6373846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4529 | PA      | $0.04         | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6439293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7365 | PA      | $0.04         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2046597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4361 | PA      | $4297.04      | 0.00%             | 2026-11-15      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615652.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1120.10      | 0.00%             | 2027-02-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4975394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $0.09         | 0.00%             | 2033-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6394386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $0.01         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437642.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $80.65        | 0.00%             | 2027-06-20      | Fixed         | 9.64%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1067 | PA      | $1101.76      | 0.00%             | 2034-02-01      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3566831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $0.16         | 0.00%             | 2032-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6918684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41388 | PA      | $0.00         | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615159.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $1603.00      | 0.00%             | 2027-02-11      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7611808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3871 | PA      | $509.34       | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6597 | PA      | $6467.65      | 0.00%             | 2027-12-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7370806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $1.06         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8063150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32004 | PA      | $695.47       | 0.00%             | 2036-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7439758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5557 | PA      | $32.95        | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4119 | PA      | $4061.94      | 0.00%             | 2026-12-22      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5966004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13909 | PA      | $0.61         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7703931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1959 | PA      | $16.01        | 0.00%             | 2035-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CPM Holdings, Inc.                                                      | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    411132 | PA      | $406122.01    | 0.02%             | 2028-09-28      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8104401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16613 | PA      | $10999.07     | 0.00%             | 2036-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6982903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3016 | PA      | $0.00         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949507.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4464 | PA      | $4390.92      | 0.00%             | 2027-09-14      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Crown Castle, Inc.                                                      | Crown Castle, Inc.                                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2240930.77   | 0.12%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1667685.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5820 | PA      | $5910.85      | 0.00%             | 2026-11-15      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2275171.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $539.95       | 0.00%             | 2026-12-22      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1779 | PA      | $128.76       | 0.00%             | 2027-01-14      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15299307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12303 | PA      | $12522.53     | 0.00%             | 2027-08-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4481874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $0.00         | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                  | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    721903 | PA      | $702191.18    | 0.04%             | 2028-03-13      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31401AJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8300 | PA      | $8290.25      | 0.00%             | 2028-04-01      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2949923.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348 | PA      | $345.77       | 0.00%             | 2027-04-14      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5571589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $0.14         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA, 30 Year                                                                                     | CUSIP: 31414CEJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5107 | PA      | $5239.07      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7882477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $53.76        | 0.00%             | 2035-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2094270.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $839.72       | 0.00%             | 2026-11-22      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Verde Purchaser LLC                                                     | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    571755 | PA      | $561105.95    | 0.03%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3434383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11741 | PA      | $0.14         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4197129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $0.00         | 0.00%             | 2032-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2299436.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1179 | PA      | $1166.74      | 0.00%             | 2026-12-22      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424813.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4088 | PA      | $3992.71      | 0.00%             | 2027-01-13      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3877914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $0.00         | 0.00%             | 2032-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4550163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $0.07         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1718296.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1427.30      | 0.00%             | 2026-09-15      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7001929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13810 | PA      | $1.47         | 0.00%             | 2035-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6255542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.00         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2604053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $618.57       | 0.00%             | 2027-02-10      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Crown Castle, Inc.                                                      | Crown Castle, Inc.                                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7330000 | PA      | $7318845.35   | 0.38%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13574037.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15499 | PA      | $15809.65     | 0.00%             | 2027-05-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Maximus, Inc.                                                           | Maximus, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193429 | PA      | $194315.87    | 0.01%             | 2031-05-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       802 | PA      | $791.99       | 0.00%             | 2027-04-14      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7620736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $17.39        | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                 | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    273793 | PA      | $274084.70    | 0.01%             | 2032-02-10      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31404ENZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27817 | PA      | $28381.36     | 0.00%             | 2034-03-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M1                                               | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   4081694 | PA      | $4088833.54   | 0.21%             | 2044-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                  | Aramark Services, Inc., First Lien, U.S. CME Term Loan, B10                                       | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     67069 | PA      | $67312.24     | 0.00%             | 2030-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14192451.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10628 | PA      | $10893.83     | 0.00%             | 2027-06-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                               | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   2180842 | PA      | $2213340.78   | 0.12%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7919249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2442 | PA      | $409.65       | 0.00%             | 2035-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2096760.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2738 | PA      | $2706.98      | 0.00%             | 2026-11-22      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| VCAT LLC                                                                | VCAT LLC, Series 2026-NPL1, Class A1                                                              | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1164000 | PA      | $1166905.34   | 0.06%             | 2056-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12410874.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3579.76      | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                            | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    154095 | PA      | $153844.89    | 0.01%             | 2030-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2618109.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9777 | PA      | $9611.15      | 0.00%             | 2027-03-07      | Fixed         | 12.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15757972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2227 | PA      | $2249.40      | 0.00%             | 2026-08-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4438299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $0.00         | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31409JSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83870 | PA      | $85173.48     | 0.00%             | 2036-05-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31402EMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       118 | PA      | $119.55       | 0.00%             | 2033-02-01      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6535332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2055 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2946360.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2756 | PA      | $2720.37      | 0.00%             | 2027-04-14      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31411YDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1188 | PA      | $1224.33      | 0.00%             | 2037-05-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2296934.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1705 | PA      | $1687.92      | 0.00%             | 2026-12-22      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4550265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $0.00         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4556429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $0.06         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                | U.S. Treasury Notes                                                                               | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $24804609.44  | 1.30%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8099047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $71.43        | 0.00%             | 2036-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5130538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EURO                                                                    | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |        66 | OU      | $78.71        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                   | Athene Global Funding                                                                             | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7106071.49   | 0.37%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6059813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6787 | PA      | $0.00         | 0.00%             | 2034-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951123.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7451 | PA      | $538.58       | 0.00%             | 2027-09-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                         | Santander UK Group Holdings plc                                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5900000 | PA      | $5847652.13   | 0.31%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                            | UBS Group AG                                                                                      | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5100000 | PA      | $5108170.71   | 0.27%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8097209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297 | PA      | $240.51       | 0.00%             | 2036-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15763149.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4838 | PA      | $5076.10      | 0.00%             | 2027-08-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7835872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2409 | PA      | $1301.91      | 0.00%             | 2035-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6705288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $0.06         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4665723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $0.11         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11922307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3174 | PA      | $3293.41      | 0.00%             | 2027-02-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                         | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76326.00     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4390373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $0.03         | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2604554.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5508 | PA      | $5415.79      | 0.00%             | 2027-02-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6987677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $0.05         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951854.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6063 | PA      | $5976.50      | 0.00%             | 2027-04-14      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7593404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1041 | PA      | $96.22        | 0.00%             | 2035-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6577574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $0.00         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-11740312.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $253.47       | 0.00%             | 2036-02-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4352084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $0.12         | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7360226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13891 | PA      | $58.90        | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5507161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8476 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6494041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $0.00         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7351847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5842 | PA      | $12.54        | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5540468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $0.05         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2614124.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $1702.42      | 0.00%             | 2027-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7799914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13481 | PA      | $127.70       | 0.00%             | 2035-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $19406.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2951812.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1268 | PA      | $42.16        | 0.00%             | 2027-04-14      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC, First Lien, New CME Term Loan, B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    358357 | PA      | $359363.87    | 0.02%             | 2028-08-21      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6888509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2816 | PA      | $0.00         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6277246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $0.02         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7679932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19659 | PA      | $153.93       | 0.00%             | 2035-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6161004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                       | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840475 | PA      | $846655.07    | 0.04%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294767.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $722.98       | 0.00%             | 2026-12-21      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6691756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5992 | PA      | $0.10         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                | AI Aqua Merger Sub, Inc., First Lien, 2025 Refinancing CME Term Loan, B                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    313168 | PA      | $313639.68    | 0.02%             | 2028-07-31      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7047140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $0.91         | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31385XS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46990 | PA      | $48476.22     | 0.00%             | 2033-11-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31390S3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       688 | PA      | $693.54       | 0.00%             | 2032-05-01      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2293684.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $930.59       | 0.00%             | 2026-12-21      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6860713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4164 | PA      | $0.00         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2951175.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $698.10       | 0.00%             | 2027-04-14      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| 1011778 BC ULC                                                          | 1011778 BC ULC, First Lien, CME Term Loan, B5                                                     | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    328793 | PA      | $328463.84    | 0.02%             | 2030-09-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                              | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432671 | PA      | $433285.09    | 0.02%             | 2044-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                   | BlueMountain CLO Ltd., Series 2016-3A, Class A1R2                                                 | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   2205332 | PA      | $2207938.15   | 0.12%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6567779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5256 | PA      | $0.00         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7335968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7165 | PA      | $15.45        | 0.00%             | 2035-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oriental Republic of Uruguay                                            | Uruguay Government Bond                                                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1940000 | PA      | $1954550.00   | 0.10%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                              | LendingClub Corp. - LCX PM, 188582913.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12724 | PA      | $0.00         | 0.00%             | 2027-04-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15738048.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7066 | PA      | $7314.86      | 0.00%             | 2027-09-20      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                  | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    272680 | PA      | $272764.96    | 0.01%             | 2031-03-24      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                        | Boeing Co. (The)                                                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3612420.61   | 0.19%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                | Icon Investments Six DAC                                                                          | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4700000 | PA      | $4789565.97   | 0.25%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3510070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25800 | PA      | $0.42         | 0.00%             | 2032-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2429715.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $1182.94      | 0.00%             | 2027-06-14      | Fixed         | 8.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2606699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6453 | PA      | $6343.83      | 0.00%             | 2027-02-10      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3348144.00   | 0.18%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crown Equipment Corp.                                                   | Crown Equipment Corp., First Lien, Initial CME Term Loan, B1                                      | CUSIP: 22834HAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345368 | PA      | $347024.50    | 0.02%             | 2031-10-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8107707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $14.27        | 0.00%             | 2036-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.                             | Dermatology Intermediate Holdings III, Inc., First Lien, Initial CME Term Loan                    | CUSIP: 24982LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    338247 | PA      | $326288.68    | 0.02%             | 2029-03-26      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7371639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2712 | PA      | $237.58       | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7874044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $245.28       | 0.00%             | 2035-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7689723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4931 | PA      | $34.40        | 0.00%             | 2035-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC (Micro Holding Corp.), First Lien, CME Term Loan                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    304855 | PA      | $277636.19    | 0.01%             | 2028-05-03      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4684103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2426387.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $1010.35      | 0.00%             | 2027-01-13      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6181401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.00         | 0.00%             | 2034-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5774005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1473 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                           | Brazil Government Bond                                                                            | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    770000 | PA      | $765303.00    | 0.04%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6885061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13984 | PA      | $0.12         | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5372948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7104 | PA      | $0.05         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 3138EGMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37596 | PA      | $38732.05     | 0.00%             | 2035-06-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                  | INEOS US Petrochem LLC, First Lien, New CME Term Loan, B1                                         | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218254 | PA      | $152958.62    | 0.01%             | 2029-04-02      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW1887450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3575 | PA      | $3534.01      | 0.00%             | 2026-10-20      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-15056862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8337 | PA      | $8728.26      | 0.00%             | 2027-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5220660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $0.00         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                                   | TCI-Flatiron CLO Ltd., Series 2018-1A, Class AR2                                                  | CUSIP: 87232CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6746284 | PA      | $6762036.94   | 0.35%             | 2035-07-29      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6127192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2501 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6284870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $0.52         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Columbus McKinnon Corp.                                                 | Columbus McKinnon Corp., First Lien, CME Term Loan, B                                             | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65163 | PA      | $64837.56     | 0.00%             | 2033-01-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5991559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $0.00         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2607782.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       800 | PA      | $785.56       | 0.00%             | 2027-02-10      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8079163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $161.86       | 0.00%             | 2036-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3030 | PA      | $2960.38      | 0.00%             | 2026-12-22      | Fixed         | 6.47%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4200379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $0.05         | 0.00%             | 2032-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2617504.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11098 | PA      | $10927.48     | 0.00%             | 2027-12-14      | Fixed         | 30.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L1886082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15466 | PA      | $10952.98     | 0.00%             | 2027-03-20      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7705636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $8.97         | 0.00%             | 2035-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2427954.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7281 | PA      | $4341.04      | 0.00%             | 2027-01-13      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                       | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                       | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2246000 | PA      | $2238961.93   | 0.12%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5851164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26208 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8000882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14351 | PA      | $366.77       | 0.00%             | 2036-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 3463095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11405 | PA      | $0.14         | 0.00%             | 2032-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Surgery Center Holdings, Inc.                                           | Surgery Center Holdings, Inc., First Lien, 2025 Refinancing CME Term Loan                         | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     31683 | PA      | $31767.95     | 0.00%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7442292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $3.06         | 0.00%             | 2035-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8076290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $660.53       | 0.00%             | 2036-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Core & Main LP                                                          | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    314389 | PA      | $315470.71    | 0.02%             | 2028-07-27      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2431037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $877.45       | 0.00%             | 2027-01-14      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2948755.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2897 | PA      | $2875.84      | 0.00%             | 2027-04-14      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1657464.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $401.26       | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                  | UGCard, 991841194.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2438360.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4242 | PA      | $3093.61      | 0.00%             | 2027-01-18      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8209936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7494 | PA      | $188.58       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4719485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $0.00         | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6120938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17933 | PA      | $0.39         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                 | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                               | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   2217125 | PA      | $2218230.13   | 0.12%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2612937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7835 | PA      | $7705.03      | 0.00%             | 2027-02-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6970 | PA      | $2069.05      | 0.00%             | 2027-01-14      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                      | Dryden 68 CLO Ltd., Series 2019-68A, Class ARR                                                    | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   6450000 | PA      | $6456449.30   | 0.34%             | 2035-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6046321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $0.00         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7952600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5840 | PA      | $132.82       | 0.00%             | 2036-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Horizon US Finco LP                                                     | Horizon US Finco LP, First Lien, CME Term Loan, B                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    442893 | PA      | $436803.06    | 0.02%             | 2031-10-31      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2617595.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $78.44        | 0.00%             | 2027-07-14      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $120.26       | 0.00%             | 2026-12-21      | Fixed         | 8.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2437383.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3714 | PA      | $3665.44      | 0.00%             | 2027-01-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2426259.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1579 | PA      | $1556.36      | 0.00%             | 2027-01-13      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2294790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $1436.78      | 0.00%             | 2026-12-21      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6868707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $0.01         | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7373979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $1.90         | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2948716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3511 | PA      | $3469.55      | 0.00%             | 2027-04-14      | Fixed         | 27.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13485148.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9559 | PA      | $9872.78      | 0.00%             | 2027-05-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2423497.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       493 | PA      | $485.58       | 0.00%             | 2027-01-13      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2435922.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $124.10       | 0.00%             | 2027-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7945338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7494 | PA      | $5125.65      | 0.00%             | 2036-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16893024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9229 | PA      | $9421.20      | 0.00%             | 2028-01-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2046907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1292 | PA      | $1271.91      | 0.00%             | 2027-04-28      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2425118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1878.61      | 0.00%             | 2027-01-13      | Fixed         | 17.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6500866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4974 | PA      | $0.20         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2610842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2879 | PA      | $2821.11      | 0.00%             | 2027-02-11      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14902830.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15201 | PA      | $15687.59     | 0.00%             | 2027-07-20      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                | Spirit AeroSystems, Inc.                                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4889473.56   | 0.26%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust, Series 2024-H1, Class A1                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3377429 | PA      | $3410184.46   | 0.18%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31410KWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8400 | PA      | $8747.44      | 0.00%             | 2038-07-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7472610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11494 | PA      | $3632.07      | 0.00%             | 2035-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-17124398.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2343 | PA      | $2349.25      | 0.00%             | 2026-09-20      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2611604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $1645.61      | 0.00%             | 2027-02-11      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4618572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $0.15         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6966807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14197 | PA      | $0.00         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2295515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5538 | PA      | $254.55       | 0.00%             | 2026-12-21      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2298737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1327.71      | 0.00%             | 2026-12-22      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13724215.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16308 | PA      | $5417.10      | 0.00%             | 2027-05-28      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2594995.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7505 | PA      | $7354.27      | 0.00%             | 2027-02-10      | Fixed         | 9.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2436112.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $1040.49      | 0.00%             | 2027-01-18      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6617184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $0.05         | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4654724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $0.00         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5163731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8117644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $151.95       | 0.00%             | 2036-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7019673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $0.00         | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6355005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11762 | PA      | $0.00         | 0.00%             | 2034-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14138938.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5478 | PA      | $5549.68      | 0.00%             | 2027-06-17      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7942380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $1328.50      | 0.00%             | 2035-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7868430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $67.81        | 0.00%             | 2035-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6920356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $0.03         | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                | Benchmark Mortgage Trust, Series 2026-V20, Class AM                                               | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2374000 | PA      | $2451857.70   | 0.13%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2616193.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $436.87       | 0.00%             | 2027-02-14      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6196936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $0.00         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6255909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $0.00         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7548813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $42.07        | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-12293217.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3791 | PA      | $3809.84      | 0.00%             | 2028-01-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7856900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2525 | PA      | $44.36        | 0.00%             | 2035-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                  | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                 | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2480000 | PA      | $2483713.69   | 0.13%             | 2034-07-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7657031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $5.03         | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-13767438.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2408 | PA      | $2418.18      | 0.00%             | 2026-07-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Corebridge Global Funding                                               | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4909501.89   | 0.26%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7566244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $1.68         | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4516974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $0.06         | 0.00%             | 2033-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2950134.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $439.01       | 0.00%             | 2027-04-14      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2616590.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6591 | PA      | $6457.65      | 0.00%             | 2027-02-14      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14118175.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $524.49       | 0.00%             | 2026-07-19      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                        | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2494703.00   | 0.13%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14914496.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13967 | PA      | $14152.39     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16947974.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $3285.29      | 0.00%             | 2026-09-06      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6414405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $0.00         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2424670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2126 | PA      | $2075.71      | 0.00%             | 2027-01-13      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14301553.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6126 | PA      | $6340.25      | 0.00%             | 2027-06-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5852732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6024 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4581555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12639 | PA      | $0.87         | 0.00%             | 2033-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                   | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   1521005 | PA      | $1523673.76   | 0.08%             | 2045-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5134488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                      | GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A3                       | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4812857 | PA      | $4863531.53   | 0.25%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7981977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $92.75        | 0.00%             | 2036-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2942764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4198 | PA      | $4136.08      | 0.00%             | 2027-04-14      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust, Series 2016-GS3, Class A4                                           | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $594257.58    | 0.03%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14176550.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6158 | PA      | $1774.23      | 0.00%             | 2026-09-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4873083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9479 | PA      | $0.21         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7849083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18903 | PA      | $11692.48     | 0.00%             | 2035-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Indy US Holdco LLC                                                      | Indy US Holdco LLC, First Lien, Thirteenth Amendment Refinancing CME Term Loan                    | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    445136 | PA      | $442354.15    | 0.02%             | 2030-10-31      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2435424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1777 | PA      | $1740.98      | 0.00%             | 2027-11-21      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5662108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6816 | PA      | $0.13         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4669203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2295248.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1210.60      | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7885251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2547 | PA      | $1360.48      | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2296884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2260 | PA      | $2226.69      | 0.00%             | 2026-12-22      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                                    | Charter Communications Operating LLC, First Lien, CME Term Loan B5                                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    344375 | PA      | $344337.12    | 0.02%             | 2031-12-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2615540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1831.21      | 0.00%             | 2027-02-11      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2612096.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $649.25       | 0.00%             | 2027-02-11      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4601418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4582 | PA      | $0.17         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789488 | PA      | $795522.58    | 0.04%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6510179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24604 | PA      | $0.03         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1715575.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1714.90      | 0.00%             | 2027-02-15      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1709807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5117 | PA      | $5174.35      | 0.00%             | 2027-02-17      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7050581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8131 | PA      | $0.00         | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6411150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2180 | PA      | $0.01         | 0.00%             | 2034-08-14      | None          | 0.00%                 | 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        |    145060 | PA      | $145622.98    | 0.01%             | 2031-12-04      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                     | Prosper Funding LLC, 1711007.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5052 | PA      | $5164.20      | 0.00%             | 2027-02-18      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6614956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $0.11         | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6854061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $0.00         | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                            | Fiserv, Inc.                                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5079400.72   | 0.27%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 7812847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $44.63        | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                    | FNMA                                                                                              | CUSIP: 31416BLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1050 | PA      | $1084.11      | 0.00%             | 2038-10-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-16085008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3732 | PA      | $3802.66      | 0.00%             | 2026-07-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                  | Freedom Financial Asset Management LLC, APP-14883847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2809 | PA      | $2844.99      | 0.00%             | 2027-07-06      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6235797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $0.05         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4438563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14155 | PA      | $0.00         | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 6813242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4341 | PA      | $0.28         | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                       | Hillenbrand, Inc.                                                                                 | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1112007.60   | 0.06%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 8055848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $285.66       | 0.00%             | 2036-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 5245623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4046 | PA      | $0.22         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                             | Block, Inc., 4942412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13011 | PA      | $0.55         | 0.00%             | 2033-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., FW2297812.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $1881.89      | 0.00%             | 2027-05-22      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                   | Upstart Network, Inc., L2047243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3944 | PA      | $3885.85      | 0.00%             | 2026-11-15      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer