# EDGAR Filing Document

**Accession Number:** 0001697196
**File Stem:** 0001145549-23-008011
**Filing Date:** 2023-2
**Character Count:** 193339
**Document Hash:** a04891310344bd77ef0c4e99e7661cb8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008011.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008011

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AlphaCentric Prime Meridian Income Fund
- **CENTRAL INDEX KEY:** 0001697196
- **IRS NUMBER:** 384022899
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23230
- **FILM NUMBER:** 23652084

**BUSINESS ADDRESS:**
- **STREET 1:** 36 NORTH NEW YORK AVE
- **CITY:** HUNTINGTON
- **STATE:** NY
- **ZIP:** 11743
- **BUSINESS PHONE:** 800-253-0412

**MAIL ADDRESS:**
- **STREET 1:** 36 NORTH NEW YORK AVE
- **CITY:** HUNTINGTON
- **STATE:** NY
- **ZIP:** 11743

## Nport-Ex

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **AlphaCentric Prime Meridian Income Fund** | **AlphaCentric Prime Meridian Income Fund** |  |  |  |  |
| SCHEDULE OF INVESTMENTS | SCHEDULE OF INVESTMENTS |  |  |  |  |
| December 31, 2022 (Unaudited) | December 31, 2022 (Unaudited) |  |  |  |  |
|  | Platform | Original Acquisition Date | Principal Amount | Cost | Fair Value |
| **WHOLE LOANS - 41.9%** |  |  |  |  |  |
| *Consumer Loans - 41.9% (a)* |  |  |  |  |  |
| 171647609, 15.40%, 11/20/23 | LendingClub | 11/20/20 | $1138 | $1106 | $1115 |
| 171949148, 14.71%, 11/16/23 | LendingClub | 11/16/20 | 2437 | 2354 | 2382 |
| 172124627, 14.02%, 11/19/23 | LendingClub | 11/19/20 | 2330 | 2221 | 1887 |
| 172410090, 16.08%, 12/04/25 | LendingClub | 12/04/20 | 6921 | 6554 | 6561 |
| 172526594, 16.08%, 05/03/26 (b) | LendingClub | 12/03/20 | 8013 | 7588 | 635 |
| 172930301, 17.30%, 01/07/26 | LendingClub | 01/07/21 | 7134 | 6991 | 6844 |
| 172953769, 10.81%, 01/09/24 | LendingClub | 01/04/21 | 3606 | 3544 | 3552 |
| 173001562, 9.56%, 01/04/24 | LendingClub | 01/04/21 | 4733 | 4544 | 4626 |
| 173189961, 13.33%, 01/04/24 | LendingClub | 01/04/21 | 4077 | 4000 | 3983 |
| 173230532, 16.08%, 12/29/23 | LendingClub | 12/29/20 | 4653 | 4447 | 4521 |
| 173245923, 15.40%, 01/04/26 | LendingClub | 01/04/21 | 10551 | 10285 | 10168 |
| 173275380, 18.24%, 01/22/26 | LendingClub | 01/13/21 | 7159 | 6551 | 6569 |
| 173338471, 20.74%, 01/19/26 | LendingClub | 01/13/21 | 13249 | 12586 | 12452 |
| 173344582, 16.08%, 01/05/24 | LendingClub | 01/05/21 | 5008 | 4743 | 4830 |
| 173358800, 19.95%, 01/13/24 | LendingClub | 01/13/21 | 8620 | 8059 | 8252 |
| 173377823, 19.95%, 01/04/26 | LendingClub | 01/04/21 | 10469 | 9914 | 9811 |
| 173397739, 18.24%, 01/04/26 | LendingClub | 01/04/21 | 8721 | 8368 | 8252 |
| 173401158, 15.40%, 04/04/24 | LendingClub | 01/04/21 | 1343 | 1293 | 866 |
| 173421109, 14.02%, 01/04/24 | LendingClub | 01/04/21 | 4101 | 3972 | 3988 |
| 173425721, 16.08%, 01/06/26 | LendingClub | 01/06/21 | 8484 | 8060 | 8046 |
| 173428112, 18.24%, 01/15/26 | LendingClub | 01/04/21 | 7269 | 7113 | 6966 |
| 173440757, 15.40%, 01/20/26 | LendingClub | 01/07/21 | 13956 | 13398 | 13345 |
| 173452322, 20.74%, 01/04/26 | LendingClub | 01/04/21 | 8772 | 8749 | 8498 |
| 173472479, 17.30%, 01/07/26 | LendingClub | 01/07/21 | 14268 | 13911 | 13644 |
| 173480973, 19.95%, 01/29/24 | LendingClub | 01/29/21 | 4302 | 4001 | 4117 |
| 173481448, 16.08%, 01/07/26 | LendingClub | 01/07/21 | 8060 | 7939 | 7821 |
| 173537826, 14.02%, 01/13/26 | LendingClub | 01/06/21 | 6994 | 6889 | 6789 |
| 173555296, 13.33%, 01/07/24 | LendingClub | 01/07/21 | 3389 | 3270 | 3300 |
| 173715688, 17.24%, 01/13/26 | LendingClub | 01/13/21 | 8557 | 8257 | 8194 |
| 174073400, 15.19%, 01/26/24 (b) | LendingClub | 01/26/21 | 3828 | 3598 | 3661 |
| 174167788, 13.24%, 02/01/24 | LendingClub | 02/01/21 | 4189 | 3938 | 4024 |
| 182823625, 28.99%, 11/30/26 | LendingClub | 11/18/21 | 6452 | 6323 | 6065 |
| 182847100, 28.99%, 11/24/26 | LendingClub | 11/23/21 | 13045 | 12653 | 12172 |
| 182926009, 25.99%, 11/18/26 | LendingClub | 11/12/21 | 9639 | 9350 | 7541 |
| 183123528, 20.44%, 11/12/26 | LendingClub | 11/12/21 | 5677 | 5677 | 5473 |
| 183196256, 15.00%, 05/17/27 | LendingClub | 11/17/21 | 11098 | 10710 | 5642 |
| 183289999, 28.99%, 11/19/26 | LendingClub | 11/19/21 | 5315 | 5235 | 5059 |
| 183337972, 23.99%, 11/22/26 | LendingClub | 11/22/21 | 7318 | 7318 | 7062 |
| 183380248, 16.99%, 11/24/26 | LendingClub | 11/23/21 | 1527 | 1520 | 1481 |
| 183394979, 23.99%, 11/27/26 (b)(c) | LendingClub | 11/22/21 | 3370 | 3370 | 0 |
| 183489173, 23.99%, 11/24/26 | LendingClub | 11/24/21 | 17425 | 17425 | 16841 |
| 183598008, 23.99%, 11/30/26 | LendingClub | 11/30/21 | 8712 | 8668 | 8394 |
| 183657208, 28.99%, 12/09/26 | LendingClub | 12/09/21 | 14893 | 14446 | 13926 |
| 183658618, 17.24%, 12/07/26 | LendingClub | 12/07/21 | 17241 | 16551 | 16175 |
| 183694841, 28.99%, 12/18/26 | LendingClub | 12/09/21 | 17995 | 17455 | 16867 |
| 183709052, 15.44%, 12/06/26 | LendingClub | 12/06/21 | 5566 | 5482 | 5330 |
| 183714114, 15.44%, 12/06/26 | LendingClub | 12/06/21 | 11050 | 10885 | 10595 |
| 183741816, 23.99%, 12/08/26 | LendingClub | 12/08/21 | 5294 | 5241 | 5035 |
| 183839826, 18.49%, 12/07/26 | LendingClub | 12/07/21 | 12990 | 12795 | 12344 |
| 183844896, 28.99%, 12/08/26 | LendingClub | 12/08/21 | 16127 | 15563 | 15005 |
| 183878363, 16.49%, 12/24/26 (b) | LendingClub | 12/07/21 | 3463 | 3463 | 325 |
| 183897668, 24.99%, 12/09/26 (b) | LendingClub | 12/09/21 | 3297 | 3280 | 1044 |
| 183918274, 21.49%, 01/31/25 (b) | LendingClub | 12/14/21 | 8506 | 8421 | 2581 |
| 183932613, 20.99%, 12/09/26 | LendingClub | 12/09/21 | 17472 | 17385 | 16748 |
| 183940931, 14.19%, 12/14/26 | LendingClub | 12/09/21 | 8539 | 8539 | 8333 |
| 183964825, 24.99%, 12/13/26 | LendingClub | 12/13/21 | 8852 | 8631 | 8327 |
| 183982510, 15.19%, 12/10/26 | LendingClub | 12/10/21 | 6840 | 6806 | 6611 |
| 184360530, 18.99%, 01/11/27 (b) | LendingClub | 01/06/22 | 6638 | 6523 | 611 |
| 184568910, 18.99%, 01/01/27 | LendingClub | 12/31/21 | 17591 | 17202 | 16553 |
| 184582862, 17.44%, 12/31/26 | LendingClub | 12/31/21 | 13555 | 13438 | 13016 |
| 184595768, 18.49%, 12/30/26 | LendingClub | 12/30/21 | 8660 | 8660 | 8385 |
| 184715908, 21.99%, 01/04/27 | LendingClub | 01/04/22 | 8879 | 8840 | 8464 |
| 184719283, 14.19%, 01/15/27 | LendingClub | 01/04/22 | 4698 | 4638 | 4529 |
| 184722604, 16.49%, 01/15/27 | LendingClub | 01/04/22 | 8816 | 8816 | 8580 |
| 184921834, 20.49%, 01/11/27 | LendingClub | 01/11/22 | 8838 | 8838 | 8505 |
| 186432035, 7.09%, 02/25/25 | LendingClub | 03/01/22 | 3502 | 3463 | 3431 |
| 186491341, 8.79%, 03/01/25 | LendingClub | 03/03/22 | 6289 | 6195 | 6137 |
| 187375805, 28.99%, 04/11/27 | LendingClub | 04/13/22 | 12142 | 11916 | 11463 |
| 187522684, 7.09%, 04/16/25 | LendingClub | 04/05/22 | 2855 | 2822 | 2800 |
| 187683541, 30.99%, 04/12/27 | LendingClub | 04/14/22 | 11249 | 10934 | 10526 |
| 187697875, 12.49%, 03/29/25 | LendingClub | 03/31/22 | 5875 | 5827 | 5710 |
| 187726663, 11.49%, 03/30/25 | LendingClub | 04/01/22 | 3906 | 3861 | 3806 |
| 187789566, 8.79%, 03/31/25 | LendingClub | 04/04/22 | 1934 | 1920 | 1903 |
| 188007866, 20.49%, 04/08/25 | LendingClub | 04/12/22 | 16544 | 16140 | 15588 |
| 188138396, 30.99%, 04/12/27 (b) | LendingClub | 04/14/22 | 14555 | 14078 | 0 |
| 188170710, 7.59%, 04/22/25 | LendingClub | 04/14/22 | 5594 | 5484 | 5443 |
| 188218952, 30.99%, 04/18/27 | LendingClub | 04/14/22 | 9511 | 9422 | 7605 |
| 191982264, 25.99%, 08/26/25 | LendingClub | 08/30/22 | 8307 | 7923 | 7755 |
| 192151885, 18.49%, 08/30/25 | LendingClub | 09/01/22 | 1463 | 1449 | 1417 |
| 192754897, 9.59%, 08/25/25 | LendingClub | 08/29/22 | 2699 | 2626 | 2602 |
| 192772719, 10.79%, 08/31/25 | LendingClub | 09/02/22 | 1808 | 1775 | 1758 |
| 192789429, 16.24%, 08/25/25 | LendingClub | 08/29/22 | 1354 | 1336 | 1336 |
| 192828837, 23.99%, 08/31/25 | LendingClub | 09/02/22 | 5520 | 5241 | 5126 |
| 192855771, 14.24%, 09/01/25 | LendingClub | 09/06/22 | 7091 | 6897 | 6826 |
| 192857598, 10.24%, 08/29/25 | LendingClub | 08/31/22 | 7227 | 7029 | 6971 |
| 192883953, 7.59%, 08/26/25 | LendingClub | 08/30/22 | 12597 | 12257 | 12196 |
| 192953015, 8.59%, 08/30/25 | LendingClub | 09/01/22 | 9009 | 8766 | 8715 |
| 192956227, 9.59%, 08/30/25 | LendingClub | 09/01/22 | 7233 | 7004 | 6985 |
| 192986022, 23.99%, 09/01/25 | LendingClub | 09/06/22 | 7389 | 7047 | 6919 |
| 193070792, 12.44%, 09/02/25 | LendingClub | 09/07/22 | 5581 | 5453 | 5375 |
| 193072701, 9.09%, 09/02/25 | LendingClub | 09/07/22 | 6116 | 5949 | 5898 |
| 193076996, 9.34%, 09/02/25 | LendingClub | 09/07/22 | 3127 | 3042 | 3032 |
| 193081080, 10.29%, 09/02/25 | LendingClub | 09/07/22 | 3248 | 3174 | 3146 |
| 193131738, 10.29%, 09/06/25 | LendingClub | 09/08/22 | 1740 | 1724 | 1708 |
| 193143602, 24.49%, 09/19/25 | LendingClub | 09/19/22 | 8474 | 8118 | 7953 |
| 193192106, 12.49%, 09/06/25 | LendingClub | 09/08/22 | 2046 | 2018 | 1989 |
| 193217338, 15.99%, 09/06/25 | LendingClub | 09/08/22 | 6535 | 6446 | 6322 |
| 193273414, 9.34%, 09/12/25 | LendingClub | 09/14/22 | 3244 | 3200 | 3172 |
| 193312242, 9.09%, 09/12/25 | LendingClub | 09/14/22 | 3707 | 3656 | 3625 |
| 193340586, 15.49%, 09/19/25 | LendingClub | 09/19/22 | 1395 | 1382 | 1357 |
| 193463279, 9.09%, 09/20/25 | LendingClub | 09/20/22 | 4448 | 4284 | 4253 |
| 193503662, 18.49%, 09/19/25 | LendingClub | 09/19/22 | 4662 | 4467 | 4381 |
| 193505022, 8.84%, 09/19/25 | LendingClub | 09/19/22 | 1390 | 1370 | 1364 |
| 193517179, 9.59%, 09/19/25 | LendingClub | 09/19/22 | 6080 | 5856 | 5815 |
| 193518701, 24.74%, 09/19/25 | LendingClub | 09/19/22 | 4238 | 4119 | 4034 |
| 193542225, 9.84%, 09/19/25 | LendingClub | 09/19/22 | 2319 | 2255 | 2238 |
| 193547190, 18.74%, 09/19/25 | LendingClub | 09/19/22 | 2896 | 2856 | 2800 |
| 193550455, 18.24%, 09/20/25 | LendingClub | 09/20/22 | 14973 | 14764 | 14468 |
| 193553167, 18.49%, 09/19/25 | LendingClub | 09/19/22 | 5616 | 5538 | 5425 |
| 193567947, 18.49%, 09/21/25 | LendingClub | 09/21/22 | 4119 | 4080 | 3999 |
| 193575581, 12.09%, 09/19/25 | LendingClub | 09/19/22 | 9297 | 9212 | 9094 |
| 193588330, 15.44%, 09/20/25 | LendingClub | 09/20/22 | 2783 | 2706 | 2657 |
| 193618065, 23.49%, 09/21/25 | LendingClub | 09/21/22 | 10347 | 10104 | 9900 |
| 193619319, 18.49%, 09/20/25 | LendingClub | 09/20/22 | 5616 | 5538 | 5427 |
| 193620005, 11.49%, 09/20/25 | LendingClub | 09/20/22 | 1858 | 1833 | 1818 |
| 193644144, 13.99%, 09/20/25 | LendingClub | 09/20/22 | 1863 | 1846 | 1823 |
| 193806872, 18.49%, 09/30/25 | LendingClub | 09/30/22 | 4680 | 4505 | 4425 |
| 193813241, 25.99%, 10/26/25 | LendingClub | 10/26/22 | 6929 | 6696 | 6598 |
| 193858687, 16.69%, 09/29/25 | LendingClub | 09/29/22 | 5139 | 5043 | 4973 |
| 193862291, 27.99%, 10/19/25 | LendingClub | 10/19/22 | 4336 | 4211 | 4140 |
| 193876727, 26.49%, 10/20/25 | LendingClub | 10/20/22 | 3851 | 3722 | 3662 |
| 193907286, 30.99%, 09/29/25 | LendingClub | 09/29/22 | 947 | 907 | 891 |
| 193909887, 13.99%, 10/24/25 | LendingClub | 10/24/22 | 1139 | 1128 | 1116 |
| 193942727, 23.74%, 09/29/25 | LendingClub | 09/29/22 | 12502 | 12149 | 11987 |
| 193947452, 18.49%, 09/30/25 | LendingClub | 09/30/22 | 3276 | 3246 | 3188 |
| 193960159, 18.49%, 10/01/25 | LendingClub | 09/29/22 | 11497 | 11230 | 11074 |
| 193963735, 15.99%, 10/03/25 | LendingClub | 10/03/22 | 9561 | 9382 | 9233 |
| 193979516, 15.99%, 09/29/25 | LendingClub | 09/29/22 | 6117 | 6031 | 5930 |
| 193984683, 20.49%, 09/30/25 | LendingClub | 09/30/22 | 3939 | 3902 | 3833 |
| 193997500, 15.99%, 09/30/25 | LendingClub | 09/30/22 | 4668 | 4625 | 4558 |
| 194022440, 25.99%, 10/22/25 | LendingClub | 10/07/22 | 9730 | 9454 | 9358 |
| 194182925, 23.49%, 10/07/25 | LendingClub | 10/07/22 | 6185 | 5981 | 5866 |
| 194192975, 25.99%, 10/07/25 | LendingClub | 10/07/22 | 7490 | 7242 | 7108 |
| 194412947, 22.49%, 10/25/25 | LendingClub | 10/25/22 | 9602 | 9281 | 9144 |
| 194455930, 18.69%, 10/28/25 | LendingClub | 10/20/22 | 1443 | 1429 | 1419 |
| 194500824, 19.69%, 10/21/25 | LendingClub | 10/21/22 | 19169 | 18987 | 18701 |
| 194534088, 18.19%, 10/21/25 | LendingClub | 10/21/22 | 5745 | 5663 | 5579 |
| 194596627, 13.89%, 10/20/25 | LendingClub | 10/20/22 | 2238 | 2217 | 2199 |
| 194598387, 30.99%, 10/19/25 | LendingClub | 10/19/22 | 2896 | 2785 | 2738 |
| 194626226, 28.99%, 10/20/25 | LendingClub | 10/20/22 | 2314 | 2225 | 2190 |
| 194654226, 26.49%, 10/21/25 | LendingClub | 10/21/22 | 11552 | 11109 | 10937 |
| 194655554, 23.99%, 10/24/25 | LendingClub | 10/24/22 | 11534 | 11147 | 10979 |
| 194657060, 13.74%, 10/20/25 | LendingClub | 10/20/22 | 3818 | 3764 | 3728 |
| 194663669, 17.49%, 10/20/25 | LendingClub | 10/20/22 | 6221 | 6162 | 6086 |
| 194697785, 24.49%, 10/24/25 | LendingClub | 10/24/22 | 6922 | 6690 | 6589 |
| 194704697, 28.99%, 10/25/25 | LendingClub | 10/25/22 | 4788 | 4603 | 4536 |
| 194705871, 19.69%, 10/28/25 | LendingClub | 10/28/22 | 4792 | 4747 | 4684 |
| 194720882, 22.74%, 10/21/25 | LendingClub | 10/21/22 | 6723 | 6659 | 6552 |
| 194731583, 12.69%, 10/24/25 | LendingClub | 10/24/22 | 7953 | 7840 | 7773 |
| 194734647, 13.74%, 10/21/25 | LendingClub | 10/21/22 | 446 | 442 | 445 |
| 194735645, 23.99%, 10/28/25 | LendingClub | 10/28/22 | 13367 | 12916 | 12765 |
| 194748183, 26.49%, 10/25/25 | LendingClub | 10/25/22 | 3851 | 3703 | 3648 |
| 194753938, 17.99%, 10/24/25 | LendingClub | 10/24/22 | 1915 | 1887 | 1865 |
| 194762704, 9.09%, 10/24/25 | LendingClub | 10/24/22 | 2840 | 2800 | 2781 |
| 194821279, 25.99%, 10/26/25 | LendingClub | 10/26/22 | 5774 | 5525 | 5445 |
| 194823268, 17.44%, 10/25/25 | LendingClub | 10/25/22 | 1914 | 1859 | 1838 |
| 194824176, 21.94%, 10/25/25 | LendingClub | 10/25/22 | 13438 | 12989 | 12797 |
| 194848763, 30.99%, 10/28/25 | LendingClub | 10/28/22 | 4633 | 4499 | 4437 |
| 194850104, 20.49%, 10/26/25 | LendingClub | 10/26/22 | 15344 | 14904 | 14697 |
| 194851528, 25.99%, 11/10/25 | LendingClub | 10/27/22 | 11889 | 11491 | 11410 |
| 194851606, 15.99%, 10/27/25 | LendingClub | 10/27/22 | 4754 | 4686 | 4625 |
| 194852384, 23.19%, 10/25/25 | LendingClub | 10/25/22 | 5764 | 5681 | 5595 |
| 194854075, 15.19%, 10/26/25 | LendingClub | 10/26/22 | 7644 | 7462 | 7379 |
| 194854783, 13.69%, 10/25/25 | LendingClub | 10/25/22 | 4773 | 4705 | 4662 |
| 194867534, 28.99%, 10/28/25 | LendingClub | 10/28/22 | 11569 | 11235 | 11082 |
| 194871235, 30.99%, 10/28/25 | LendingClub | 10/28/22 | 1930 | 1875 | 1849 |
| 194871670, 19.19%, 10/26/25 | LendingClub | 10/26/22 | 2108 | 2088 | 2058 |
| 194889203, 22.49%, 10/27/25 | LendingClub | 10/27/22 | 9602 | 9510 | 9378 |
| 194979560, 9.24%, 10/26/25 | LendingClub | 10/26/22 | 7135 | 7102 | 7062 |
| 195006398, 9.10%, 11/02/25 | LendingClub | 11/02/22 | 1466 | 1445 | 1441 |
| 163208217, 30.99%, 01/16/33 | LendingClub | 01/30/20 | 176 | 176 | 177 |
| 164014273, 26.99%, 01/17/33 | LendingClub | 01/30/20 | 467 | 467 | 469 |
| 164149433, 26.99%, 05/15/26 (b) | LendingClub | 01/30/20 | 16316 | 16316 | 13518 |
| 164233307, 30.99%, 01/13/33 | LendingClub | 01/30/20 | 1047 | 1047 | 1053 |
| 164363032, 29.41%, 01/16/33 | LendingClub | 01/30/20 | 493 | 493 | 497 |
| 164453124, 21.59%, 01/15/33 | LendingClub | 01/30/20 | 45 | 45 | 45 |
| 164549323, 25.21%, 01/25/33 | LendingClub | 01/30/20 | 328 | 328 | 331 |
| 164570836, 23.31%, 04/03/25 | LendingClub | 01/30/20 | 7328 | 7328 | 7144 |
| 164606713, 22.33%, 01/23/33 | LendingClub | 01/30/20 | 142 | 142 | 143 |
| 164717993, 30.99%, 01/13/33 | LendingClub | 01/30/20 | 1580 | 1580 | 1605 |
| 164756845, 21.59%, 01/13/33 | LendingClub | 01/30/20 | 373 | 373 | 374 |
| 164816754, 26.19%, 01/13/33 | LendingClub | 01/30/20 | 134 | 134 | 134 |
| 164848741, 30.99%, 01/14/33 | LendingClub | 01/30/20 | 251 | 251 | 253 |
| 164916212, 30.99%, 01/27/33 | LendingClub | 01/30/20 | 388 | 388 | 394 |
| 164951573, 21.59%, 01/15/33 | LendingClub | 01/30/20 | 74 | 74 | 75 |
| 165446373, 17.29%, 01/24/33 | LendingClub | 01/30/20 | 554 | 554 | 551 |
| 183615887, 13.99%, 12/27/24 | LendingClub | 12/28/21 | 7114 | 7165 | 7084 |
| 183691129, 18.49%, 12/27/24 | LendingClub | 12/28/21 | 7928 | 7983 | 7873 |
| 183776530, 21.99%, 12/27/24 | LendingClub | 12/28/21 | 4419 | 4448 | 4421 |
| 183824964, 28.24%, 12/27/26 | LendingClub | 12/28/21 | 6397 | 6449 | 6403 |
| 183845635, 22.24%, 12/27/24 | LendingClub | 12/28/21 | 7369 | 7423 | 7400 |
| 184176809, 26.74%, 12/27/26 (b)(c) | LendingClub | 12/28/21 | 11273 | 11373 | 0 |
| 184197962, 23.99%, 12/27/24 | LendingClub | 12/28/21 | 8904 | 8970 | 8941 |
| 184199273, 30.99%, 12/30/26 | LendingClub | 12/28/21 | 17179 | 17334 | 17109 |
| 184237668, 25.49%, 12/27/26 (b) | LendingClub | 12/28/21 | 8139 | 8214 | 954 |
| 184303917, 13.99%, 12/27/24 | LendingClub | 12/28/21 | 3720 | 3746 | 3700 |
| 184341030, 30.99%, 12/27/24 | LendingClub | 12/28/21 | 6858 | 6910 | 6942 |
| 184361660, 28.49%, 12/27/24 | LendingClub | 12/28/21 | 2265 | 2282 | 2277 |
| 184362215, 15.99%, 12/27/24 | LendingClub | 12/28/21 | 14360 | 14462 | 14298 |
| 184388558, 26.99%, 12/31/24 | LendingClub | 12/28/21 | 4920 | 4957 | 4896 |
| 184397053, 30.99%, 12/27/26 | LendingClub | 12/28/21 | 13516 | 13637 | 13571 |
| 184403525, 17.99%, 12/27/24 | LendingClub | 12/28/21 | 2896 | 2917 | 2884 |
| 184406135, 30.99%, 12/27/26 (b) | LendingClub | 12/28/21 | 8695 | 8781 | 0 |
| 184414413, 15.74%, 12/27/24 | LendingClub | 12/28/21 | 3443 | 3467 | 3428 |
| 184416777, 24.99%, 12/27/24 | LendingClub | 12/28/21 | 2108 | 2124 | 2113 |
| 184417758, 30.49%, 12/27/24 | LendingClub | 12/28/21 | 2282 | 2299 | 2310 |
| 184429316, 28.49%, 12/27/24 (b) | LendingClub | 12/28/21 | 1232 | 1239 | 1229 |
| 184430130, 30.99%, 12/27/26 | LendingClub | 12/28/21 | 9012 | 9093 | 9006 |
| 184447010, 28.99%, 12/27/26 | LendingClub | 12/28/21 | 6451 | 6509 | 6510 |
| 184450399, 30.99%, 12/31/24 | LendingClub | 12/28/21 | 4729 | 4764 | 4763 |
| 184455585, 17.99%, 12/27/24 | LendingClub | 12/28/21 | 1448 | 1459 | 1442 |
| 184459335, 19.99%, 12/27/24 | LendingClub | 12/28/21 | 17524 | 17651 | 17439 |
| 184460455, 30.99%, 12/27/26 (b)(c) | LendingClub | 12/28/21 | 10406 | 10499 | 0 |
| 184463310, 26.49%, 12/27/24 | LendingClub | 12/28/21 | 6818 | 6869 | 6851 |
| 184463486, 30.99%, 12/27/24 | LendingClub | 12/28/21 | 4810 | 4838 | 4803 |
| 184463650, 15.74%, 12/27/24 | LendingClub | 12/28/21 | 528 | 532 | 526 |
| 184463700, 18.99%, 01/18/27 | LendingClub | 01/20/22 | 4747 | 4747 | 4595 |
| 184464380, 30.99%, 12/27/26 | LendingClub | 12/28/21 | 18517 | 18695 | 18257 |
| 184467082, 20.99%, 12/27/24 | LendingClub | 12/28/21 | 3666 | 3692 | 3648 |
| 184467823, 17.99%, 12/27/24 | LendingClub | 12/28/21 | 14482 | 14586 | 14419 |
| 184469051, 26.99%, 12/27/24 | LendingClub | 12/28/21 | 4805 | 4841 | 4803 |
| 184470793, 0.00%, 08/18/25 | LendingClub | 12/28/21 | 10544 | 10613 | 7014 |
| 184471643, 30.99%, 12/27/26 | LendingClub | 12/28/21 | 13535 | 13639 | 13528 |
| 184472663, 27.49%, 12/27/26 | LendingClub | 12/28/21 | 524 | 529 | 521 |
| 184473552, 17.49%, 12/27/24 | LendingClub | 12/28/21 | 8671 | 8733 | 8633 |
| 184474636, 24.99%, 12/30/24 | LendingClub | 12/28/21 | 2876 | 2891 | 2866 |
| 184475340, 30.99%, 12/27/24 | LendingClub | 12/28/21 | 1900 | 1915 | 1879 |
| 184476554, 30.99%, 12/27/24 | LendingClub | 12/28/21 | 3431 | 3457 | 3447 |
| 184477367, 30.99%, 12/27/26 | LendingClub | 12/28/21 | 4505 | 4544 | 4524 |
| 184477733, 30.99%, 12/27/24 (b)(c) | LendingClub | 12/28/21 | 4350 | 4384 | 0 |
| 184481397, 28.99%, 12/27/24 | LendingClub | 12/28/21 | 7564 | 7621 | 7603 |
| 184487239, 19.99%, 12/27/24 | LendingClub | 12/28/21 | 3648 | 3672 | 3631 |
| 184487535, 24.99%, 12/27/24 | LendingClub | 12/28/21 | 4468 | 4501 | 4490 |
| 184519976, 30.99%, 01/18/27 | LendingClub | 01/20/22 | 5463 | 5463 | 5392 |
| 184784913, 27.99%, 01/18/25 | LendingClub | 01/20/22 | 1864 | 1864 | 1846 |
| 185049440, 23.99%, 01/18/25 | LendingClub | 01/20/22 | 766 | 766 | 759 |
| 185170623, 16.99%, 01/18/25 | LendingClub | 01/20/22 | 7124 | 7124 | 7007 |
| 185181915, 16.99%, 01/31/24 | LendingClub | 01/20/22 | 4099 | 4099 | 4049 |
| 185204609, 24.99%, 01/30/25 | LendingClub | 01/20/22 | 1167 | 1167 | 1148 |
| 185209914, 23.99%, 01/18/25 | LendingClub | 01/20/22 | 1915 | 1915 | 1898 |
| 185223458, 18.49%, 01/18/27 (b)(c) | LendingClub | 01/20/22 | 9359 | 9359 | 0 |
| 185224281, 19.99%, 01/31/25 (b) | LendingClub | 01/20/22 | 10568 | 10568 | 245 |
| 185338159, 29.49%, 02/11/25 | LendingClub | 02/15/22 | 12048 | 12048 | 11911 |
| 185347789, 30.49%, 02/11/26 | LendingClub | 02/15/22 | 4389 | 4389 | 4294 |
| 185399718, 30.99%, 02/11/25 | LendingClub | 02/15/22 | 7683 | 7683 | 7590 |
| 185439817, 26.99%, 02/11/25 | LendingClub | 02/15/22 | 2869 | 2869 | 2828 |
| 185468119, 22.99%, 02/11/25 | LendingClub | 02/15/22 | 3147 | 3147 | 3109 |
| 185509674, 29.74%, 02/26/25 | LendingClub | 02/15/22 | 12289 | 12289 | 12179 |
| 185561544, 30.99%, 02/11/27 | LendingClub | 02/15/22 | 18337 | 18337 | 17993 |
| 185735111, 21.49%, 02/11/27 | LendingClub | 02/15/22 | 21548 | 21548 | 21027 |
| 185809208, 30.99%, 02/11/26 | LendingClub | 02/15/22 | 4015 | 4015 | 3920 |
| 185921909, 30.99%, 02/11/25 | LendingClub | 02/15/22 | 10490 | 10490 | 10368 |
| 185927616, 28.99%, 02/14/25 (b) | LendingClub | 02/16/22 | 845 | 845 | 691 |
| 185998007, 22.74%, 02/25/25 | LendingClub | 02/15/22 | 819 | 819 | 808 |
| 186023602, 21.99%, 02/11/27 | LendingClub | 02/15/22 | 22477 | 22477 | 21889 |
| 186064191, 15.99%, 02/26/24 | LendingClub | 02/15/22 | 3113 | 3113 | 3076 |
| 186066793, 30.99%, 02/11/25 | LendingClub | 02/15/22 | 4034 | 4034 | 3988 |
| 186071477, 28.99%, 02/11/25 | LendingClub | 02/15/22 | 2407 | 2407 | 2361 |
| 186090313, 30.99%, 02/12/25 | LendingClub | 02/15/22 | 4527 | 4527 | 4448 |
| 186105067, 20.49%, 02/11/25 | LendingClub | 02/15/22 | 2029 | 2029 | 1993 |
| 186112970, 30.99%, 08/11/27 | LendingClub | 02/15/22 | 11144 | 11144 | 5829 |
| 186118303, 24.99%, 02/11/25 | LendingClub | 02/15/22 | 3168 | 3168 | 3125 |
| 186126706, 30.99%, 02/15/27 | LendingClub | 02/15/22 | 8310 | 8310 | 8153 |
| 186132922, 12.54%, 02/15/25 | LendingClub | 02/15/22 | 7602 | 7602 | 7490 |
| 186134274, 17.99%, 02/20/25 | LendingClub | 02/15/22 | 5565 | 5565 | 5488 |
| 186136774, 19.99%, 02/16/25 | LendingClub | 02/15/22 | 5475 | 5475 | 5378 |
| 186136784, 15.74%, 02/11/25 | LendingClub | 02/15/22 | 5191 | 5191 | 5111 |
| 186142053, 25.49%, 02/11/27 | LendingClub | 02/15/22 | 14520 | 14520 | 14037 |
| 186143344, 26.49%, 02/11/26 | LendingClub | 02/15/22 | 9030 | 9030 | 8708 |
| 186144954, 28.49%, 02/11/27 | LendingClub | 02/15/22 | 16458 | 16458 | 16303 |
| 186149058, 30.99%, 02/11/25 | LendingClub | 02/15/22 | 1615 | 1615 | 1586 |
| 186152115, 15.99%, 02/11/25 | LendingClub | 02/15/22 | 3841 | 3841 | 3783 |
| 186152464, 30.99%, 02/17/27 | LendingClub | 02/15/22 | 11527 | 11527 | 9468 |
| 186152678, 24.99%, 02/11/25 | LendingClub | 02/15/22 | 3089 | 3089 | 3047 |
| 186153496, 30.99%, 02/11/27 | LendingClub | 02/15/22 | 13796 | 13796 | 13559 |
| 186155024, 18.99%, 02/19/25 | LendingClub | 02/15/22 | 2806 | 2806 | 2766 |
| 186155205, 18.74%, 02/11/27 | LendingClub | 02/15/22 | 5344 | 5344 | 5179 |
| 186155341, 15.49%, 02/15/25 | LendingClub | 02/15/22 | 2689 | 2689 | 2650 |
| 186156211, 30.99%, 02/11/27 | LendingClub | 02/15/22 | 16555 | 16555 | 16271 |
| 186158108, 15.99%, 02/16/25 | LendingClub | 02/15/22 | 4624 | 4624 | 4556 |
| 186158605, 30.99%, 02/15/25 | LendingClub | 02/15/22 | 10546 | 10546 | 10381 |
| 186158727, 17.99%, 02/26/25 | LendingClub | 02/15/22 | 3911 | 3911 | 3861 |
| 186160312, 24.99%, 02/11/25 | LendingClub | 02/15/22 | 11879 | 11879 | 11719 |
| 186165090, 15.99%, 02/11/25 | LendingClub | 02/15/22 | 4609 | 4609 | 4538 |
| 186165112, 28.99%, 02/16/25 (b) | LendingClub | 02/15/22 | 4392 | 4392 | 142 |
| 187766775, 30.99%, 04/11/25 | LendingClub | 04/13/22 | 4673 | 4711 | 4605 |
| 187784900, 15.54%, 04/11/27 | LendingClub | 04/13/22 | 7255 | 7320 | 7108 |
| 187860335, 28.49%, 04/11/25 | LendingClub | 04/13/22 | 6001 | 6047 | 5829 |
| 187887928, 22.49%, 04/20/25 | LendingClub | 04/22/22 | 3147 | 3172 | 3119 |
| 187887993, 30.99%, 04/11/25 | LendingClub | 04/13/22 | 5097 | 5140 | 5024 |
| 187899884, 27.99%, 04/11/25 (b) | LendingClub | 04/13/22 | 12861 | 12959 | 4240 |
| 187989828, 30.99%, 04/20/27 | LendingClub | 04/13/22 | 14671 | 14818 | 12151 |
| 188051774, 22.99%, 04/11/25 | LendingClub | 04/13/22 | 833 | 839 | 824 |
| 188053108, 10.00%, 09/26/24 | LendingClub | 04/13/22 | 5787 | 5827 | 3693 |
| 188078858, 17.99%, 04/11/25 | LendingClub | 04/13/22 | 4932 | 4969 | 4888 |
| 188081773, 16.49%, 04/11/25 | LendingClub | 04/13/22 | 1578 | 1590 | 1564 |
| 188083049, 24.49%, 04/11/27 (b) | LendingClub | 04/13/22 | 6943 | 7012 | 0 |
| 188083850, 23.49%, 04/15/25 | LendingClub | 04/13/22 | 9205 | 9280 | 9107 |
| 188085005, 15.99%, 04/16/25 | LendingClub | 04/13/22 | 20477 | 20642 | 20318 |
| 188085440, 23.49%, 04/11/25 | LendingClub | 04/13/22 | 5999 | 6049 | 5901 |
| 188086896, 30.99%, 04/11/25 | LendingClub | 04/13/22 | 2524 | 2545 | 2475 |
| 188087040, 29.74%, 04/16/25 | LendingClub | 04/13/22 | 1680 | 1694 | 1652 |
| 188087681, 30.49%, 04/11/25 (b) | LendingClub | 04/13/22 | 5568 | 5615 | 0 |
| 188088747, 20.49%, 04/11/25 | LendingClub | 04/13/22 | 7528 | 7589 | 7434 |
| 188088983, 26.99%, 04/25/24 | LendingClub | 04/13/22 | 7362 | 7415 | 7242 |
| 188089525, 25.99%, 04/11/25 | LendingClub | 04/13/22 | 12588 | 12691 | 12424 |
| 188089558, 28.49%, 04/11/25 | LendingClub | 04/13/22 | 1013 | 1022 | 999 |
| 188090337, 23.49%, 04/26/27 | LendingClub | 04/13/22 | 7019 | 7087 | 6943 |
| 188090472, 24.99%, 04/11/25 | LendingClub | 04/13/22 | 1507 | 1519 | 1487 |
| 188090767, 30.99%, 04/20/27 | LendingClub | 04/13/22 | 5680 | 5737 | 5589 |
| 188091239, 30.99%, 04/11/27 | LendingClub | 04/13/22 | 14062 | 14192 | 13834 |
| 188091311, 20.49%, 05/28/25 | LendingClub | 04/13/22 | 3182 | 3208 | 3155 |
| 188092145, 28.99%, 04/11/25 | LendingClub | 04/13/22 | 4220 | 4255 | 4159 |
| 188092760, 17.99%, 04/11/25 | LendingClub | 04/13/22 | 3286 | 3313 | 3257 |
| 188094202, 26.24%, 04/11/25 | LendingClub | 04/13/22 | 1664 | 1678 | 1642 |
| 188094205, 19.99%, 04/11/25 | LendingClub | 04/13/22 | 3123 | 3149 | 3081 |
| 188094215, 27.99%, 04/15/25 (b) | LendingClub | 04/13/22 | 6077 | 6124 | 4985 |
| 188096188, 30.99%, 04/12/27 | LendingClub | 04/14/22 | 8979 | 9068 | 8836 |
| 188096691, 30.99%, 04/25/25 | LendingClub | 04/13/22 | 1767 | 1771 | 1743 |
| 188097398, 17.49%, 04/11/25 | LendingClub | 04/13/22 | 1643 | 1654 | 1628 |
| 188097672, 15.99%, 04/11/24 | LendingClub | 04/13/22 | 1753 | 1765 | 1737 |
| 188099700, 15.74%, 04/17/25 | LendingClub | 04/13/22 | 4913 | 4953 | 4876 |
| 188100809, 20.99%, 04/11/27 | LendingClub | 04/13/22 | 4777 | 4821 | 4698 |
| 188101947, 22.99%, 04/11/25 | LendingClub | 04/13/22 | 1249 | 1259 | 1237 |
| 188103138, 30.99%, 04/19/25 (b) | LendingClub | 04/13/22 | 10624 | 10714 | 1271 |
| 188103170, 30.99%, 04/22/25 | LendingClub | 04/13/22 | 12027 | 12129 | 11876 |
| 188103172, 25.49%, 04/20/25 | LendingClub | 04/13/22 | 4323 | 4359 | 3553 |
| 188103493, 24.99%, 04/11/25 | LendingClub | 04/13/22 | 4185 | 4220 | 4131 |
| 188108259, 21.49%, 04/11/27 | LendingClub | 04/13/22 | 6898 | 6961 | 6784 |
| 188108404, 19.49%, 04/11/25 | LendingClub | 04/13/22 | 4950 | 4990 | 4888 |
| 188112597, 17.74%, 04/22/25 | LendingClub | 04/13/22 | 5789 | 5836 | 5752 |
| 188112793, 20.49%, 04/13/25 | LendingClub | 04/13/22 | 16570 | 16705 | 16364 |
| 188114972, 30.99%, 04/15/25 | LendingClub | 04/13/22 | 2985 | 3010 | 2935 |
| 188116962, 30.99%, 04/11/27 | LendingClub | 04/13/22 | 11249 | 11354 | 11067 |
| 188117634, 25.49%, 04/20/27 | LendingClub | 04/13/22 | 6546 | 6603 | 6421 |
| 188119794, 23.99%, 04/11/25 | LendingClub | 04/13/22 | 12523 | 12626 | 12400 |
| 188121795, 28.99%, 04/11/25 (b) | LendingClub | 04/13/22 | 6144 | 6197 | 2039 |
| 188123133, 30.99%, 04/19/27 | LendingClub | 04/13/22 | 9073 | 9159 | 8942 |
| 188123577, 25.99%, 11/26/27 | LendingClub | 04/13/22 | 4798 | 4841 | 4748 |
| 188124880, 30.99%, 04/11/25 | LendingClub | 04/13/22 | 2120 | 2140 | 2089 |
| 188125305, 19.99%, 04/11/25 | LendingClub | 04/13/22 | 2478 | 2498 | 2447 |
| 188125693, 15.99%, 04/11/25 | LendingClub | 04/13/22 | 2859 | 2882 | 2834 |
| 188129556, 30.99%, 04/11/27 | LendingClub | 04/13/22 | 4687 | 4731 | 4611 |
| 160708165, 16.12%, 11/15/24 | LendingClub | 02/19/20 | 7178 | 6748 | 6955 |
| 161657418, 18.62%, 11/12/24 | LendingClub | 02/19/20 | 7418 | 6862 | 7245 |
| 161704640, 15.00%, 02/28/25 | LendingClub | 02/20/20 | 10243 | 9372 | 8716 |
| 161741565, 16.95%, 11/15/24 | LendingClub | 02/19/20 | 9692 | 9159 | 9390 |
| 161908462, 17.74%, 11/15/24 | LendingClub | 02/19/20 | 7402 | 6958 | 5896 |
| 163899498, 11.71%, 12/31/32 | LendingClub | 01/16/20 | 162 | 156 | 162 |
| 164519373, 7.56%, 01/28/33 | LendingClub | 05/22/20 | 371 | 345 | 371 |
| 165836621, 8.81%, 02/10/23 | LendingClub | 05/04/20 | 1163 | 1070 | 1159 |
| 166595031, 17.74%, 02/18/23 | LendingClub | 07/24/20 | 144 | 131 | 144 |
| 166633377, 13.08%, 04/27/23 | LendingClub | 09/09/20 | 1321 | 1037 | 1312 |
| 167094451, 14.30%, 04/24/23 | LendingClub | 07/28/20 | 1465 | 1293 | 1455 |
| 167374459, 15.24%, 02/26/23 | LendingClub | 09/02/20 | 101 | 91 | 101 |
| 167464521, 11.71%, 02/27/23 | LendingClub | 09/02/20 | 978 | 875 | 978 |
| 167523901, 16.95%, 03/09/23 | LendingClub | 09/02/20 | 623 | 552 | 622 |
| 167903543, 7.02%, 03/06/23 | LendingClub | 06/15/20 | 458 | 414 | 456 |
| 167918460, 7.56%, 08/06/23 | LendingClub | 09/30/20 | 3948 | 3810 | 3900 |
| 168129697, 10.33%, 06/10/23 | LendingClub | 09/09/20 | 1073 | 831 | 1062 |
| 168130519, 13.08%, 03/23/23 | LendingClub | 07/24/20 | 370 | 337 | 368 |
| 168132569, 17.74%, 04/15/23 | LendingClub | 10/19/20 | 866 | 814 | 862 |
| 168172636, 18.62%, 04/14/23 | LendingClub | 10/15/20 | 1204 | 1108 | 1199 |
| 168173979, 15.24%, 08/13/23 | LendingClub | 09/28/20 | 3744 | 2752 | 3429 |
| 168183156, 7.56%, 03/15/23 | LendingClub | 06/12/20 | 581 | 541 | 579 |
| 168200504, 6.46%, 03/21/23 | LendingClub | 06/12/20 | 880 | 818 | 876 |
| 168220915, 20.55%, 04/14/25 | LendingClub | 10/07/20 | 12599 | 11591 | 12277 |
| 168306633, 8.81%, 03/16/23 | LendingClub | 06/15/20 | 708 | 655 | 706 |
| 168345597, 14.30%, 03/17/23 | LendingClub | 07/28/20 | 403 | 357 | 401 |
| 168365641, 8.81%, 03/16/23 | LendingClub | 07/24/20 | 937 | 872 | 935 |
| 168556628, 23.05%, 03/23/23 | LendingClub | 07/27/20 | 350 | 283 | 350 |
| 168602126, 14.30%, 04/14/23 | LendingClub | 10/29/20 | 1416 | 1338 | 1413 |
| 168607697, 17.74%, 04/27/23 | LendingClub | 10/22/20 | 836 | 786 | 833 |
| 168615219, 16.95%, 04/15/23 | LendingClub | 10/20/20 | 1170 | 1099 | 1166 |
| 168652487, 14.30%, 04/14/23 | LendingClub | 10/19/20 | 1599 | 1519 | 1597 |
| 168657591, 18.62%, 03/27/23 | LendingClub | 10/19/20 | 318 | 289 | 320 |
| **Total Whole Loans** |  |  |  | **2287902** | **2084052** |
| **BRIDGE LOANS - 39.7%** |  |  |  |  |  |
| *Real Estate Loans - 39.7% (a)(d)* |  |  |  |  |  |
| 39301, 9.50%, 11/26/22 (b) | Fund That Flip | 03/31/21 | 50000 | 50000 | 49078 |
| 39333, 8.50%, 05/01/23 | Fund That Flip | 08/31/21 | 5705 | 5705 | 5581 |
| 40671, 8.75%, 03/19/23 | Fund That Flip | 03/29/21 | 50000 | 50000 | 48747 |
| 41159, 8.50%, 06/11/23 | Fund That Flip | 03/29/21 | 58000 | 58000 | 56749 |
| 41250, 10.00%, 10/27/21 (b) | Fund That Flip | 07/19/21 | 40000 | 40000 | 32802 |
| 41289, 8.50%, 12/22/22 (b) | Fund That Flip | 03/29/21 | 50000 | 50000 | 45742 |
| 41515, 9.25%, 12/23/22 (b) | Fund That Flip | 08/16/21 | 2145 | 2145 | 1957 |
| 41663, 9.50%, 04/02/22 (b) | Fund That Flip | 04/06/21 | 30000 | 30000 | 24127 |
| 41710, 9.25%, 04/15/22 (b) | Fund That Flip | 04/22/21 | 35000 | 35000 | 29701 |
| 41711, 9.50%, 04/02/22 (b) | Fund That Flip | 04/06/21 | 30000 | 30000 | 24127 |
| 41923, 10.00%, 12/10/21 (b) | Fund That Flip | 07/19/21 | 40000 | 40000 | 32131 |
| 42127, 8.75%, 03/30/23 | Fund That Flip | 05/06/21 | 30000 | 30000 | 29256 |
| 42375, 9.00%, 01/15/23 | Fund That Flip | 09/30/21 | 30000 | 30000 | 29197 |
| 43347, 8.75%, 08/03/22 (b) | Fund That Flip | 08/16/21 | 30000 | 30000 | 26339 |
| 44866, 8.50%, 02/10/23 | Fund That Flip | 12/09/21 | 45000 | 45000 | 43967 |
| 45227, 9.00%, 09/21/22 (b) | Fund That Flip | 10/13/21 | 50000 | 50000 | 46066 |
| 56212, 9.00%, 01/21/23 | Fund That Flip | 02/24/22 | 40000 | 40000 | 38926 |
| 56260, 8.50%, 07/20/22 (b) | Fund That Flip | 02/24/22 | 40000 | 40000 | 36424 |
| 57895, 9.50%, 04/07/23 | Fund That Flip | 07/12/22 | 50000 | 50000 | 49221 |
| 57920, 8.75%, 12/21/22 (b) | Fund That Flip | 04/12/22 | 50000 | 50000 | 46507 |
| 58234, 9.00%, 12/16/22 (b) | Fund That Flip | 08/04/22 | 50000 | 50000 | 47238 |
| 59145, 9.75%, 02/03/23 | Fund That Flip | 07/12/22 | 38000 | 38000 | 37265 |
| 59261, 9.75%, 02/12/23 | Fund That Flip | 08/19/22 | 50000 | 50000 | 49141 |
| 60198, 9.50%, 10/15/22 (b) | Fund That Flip | 08/04/22 | 50000 | 50000 | 47662 |
| 60998, 12.25%, 02/27/23 | Fund That Flip | 11/07/22 | 19000 | 19000 | 18768 |
| 61663, 9.00%, 07/08/23 | Fund That Flip | 08/04/22 | 25000 | 25000 | 24729 |
| 62634, 9.50%, 04/20/23 | Fund That Flip | 08/04/22 | 50000 | 50000 | 49276 |
| 63394, 12.50%, 04/28/23 | Fund That Flip | 12/29/22 | 14000 | 14000 | 14000 |
| 64033, 12.50%, 05/10/23 | Fund That Flip | 12/29/22 | 11000 | 11000 | 11000 |
| 64303, 12.25%, 05/22/23 | Fund That Flip | 11/07/22 | 6000 | 6000 | 5950 |
| 67800, 13.50%, 09/09/23 | Fund That Flip | 12/29/22 | 50000 | 50000 | 50000 |
| 17406, 11.00%, 03/31/23 | Sharestates | 01/02/20 | 25000 | 25000 | 24786 |
| 17409, 10.00%, 03/31/23 | Sharestates | 01/02/20 | 25000 | 25000 | 24806 |
| 18070, 8.75%, 10/31/22 (b) | Sharestates | 02/24/20 | 22817 | 22817 | 22356 |
| 18833, 8.75%, 12/31/22 | Sharestates | 07/17/20 | 25000 | 25000 | 24841 |
| 19234, 9.50%, 05/31/21 (b) | Sharestates | 11/20/20 | 30000 | 30000 | 24351 |
| 19238, 10.00%, 05/31/21 (b) | Sharestates | 11/24/20 | 30000 | 30000 | 24267 |
| 19434, 9.00%, 07/31/22 (b) | Sharestates | 01/19/21 | 20000 | 20000 | 17968 |
| 19675, 9.25%, 01/31/22 (b) | Sharestates | 03/09/21 | 31000 | 31000 | 27192 |
| 19682, 8.75%, 04/30/22 (b) | Sharestates | 03/12/21 | 40000 | 40000 | 36499 |
| 19684, 10.50%, 05/31/22 (b) | Sharestates | 03/12/21 | 45000 | 45000 | 38728 |
| 20164, 10.00%, 11/30/22 (b) | Sharestates | 06/24/21 | 15000 | 15000 | 14788 |
| 20208, 10.00%, 04/30/23 | Sharestates | 06/29/21 | 35000 | 35000 | 34773 |
| 20347, 9.00%, 11/30/22 (b) | Sharestates | 07/30/21 | 35000 | 35000 | 34618 |
| 20403, 9.00%, 02/28/23 | Sharestates | 08/20/21 | 29000 | 29000 | 28813 |
| 20454, 9.50%, 08/31/22 (b) | Sharestates | 09/07/21 | 50000 | 50000 | 42574 |
| 20636, 9.50%, 12/31/22 (b) | Sharestates | 10/01/21 | 30000 | 30000 | 29612 |
| 20681, 9.00%, 01/31/23 | Sharestates | 10/14/21 | 35000 | 35000 | 34762 |
| 20909, 8.50%, 02/28/23 | Sharestates | 12/09/21 | 40000 | 40000 | 39770 |
| 21603, 10.50%, 05/31/23 (b) | Sharestates | 05/18/22 | 50000 | 50000 | 49390 |
| 21998, 10.15%, 07/31/23 | Sharestates | 08/19/22 | 50000 | 50000 | 49831 |
| 22008, 11.00%, 08/31/23 | Sharestates | 08/22/22 | 50000 | 50000 | 49830 |
| 22090, 10.00%, 11/30/22 (b) | Sharestates | 09/09/22 | 7000 | 7000 | 6948 |
| 22228, 12.00%, 10/31/23 | Sharestates | 10/13/22 | 50000 | 50000 | 49864 |
| 22478, 12.00%, 12/31/23 | Sharestates | 12/21/22 | 50000 | 50000 | 49952 |
| 22481, 0.11%, 07/31/23 | Sharestates | 12/20/22 | 44000 | 44000 | 43970 |
| 22482, 0.12%, 12/31/23 | Sharestates | 12/20/22 | 50000 | 50000 | 49958 |
| 22483, 0.11%, 09/30/23 | Sharestates | 12/20/22 | 50000 | 50000 | 49963 |
| **Total Bridge Loans** |  |  |  | **2082667** | **1976884** |
| **Total Investments - 81.6%** |  |  |  | **4370569** | **4060936** |
| Other Assets in Excess of Liabilities - 18.4% | Other Assets in Excess of Liabilities - 18.4% | Other Assets in Excess of Liabilities - 18.4% |  |  | 917835 |
| **TOTAL NET ASSETS - 100.0%** |  |  |  |  | **$4978771** |
| (a) Fair valued by a third party pricing service using unobservable inputs and subject to review by AlphaCentric Advisors LLC | (a) Fair valued by a third party pricing service using unobservable inputs and subject to review by AlphaCentric Advisors LLC | (a) Fair valued by a third party pricing service using unobservable inputs and subject to review by AlphaCentric Advisors LLC | (a) Fair valued by a third party pricing service using unobservable inputs and subject to review by AlphaCentric Advisors LLC | (a) Fair valued by a third party pricing service using unobservable inputs and subject to review by AlphaCentric Advisors LLC | (a) Fair valued by a third party pricing service using unobservable inputs and subject to review by AlphaCentric Advisors LLC |
| (the "Advisor") pursuant to policies approved by the Board of Trustees of the Fund. | (the "Advisor") pursuant to policies approved by the Board of Trustees of the Fund. | (the "Advisor") pursuant to policies approved by the Board of Trustees of the Fund. | (the "Advisor") pursuant to policies approved by the Board of Trustees of the Fund. | (the "Advisor") pursuant to policies approved by the Board of Trustees of the Fund. | (the "Advisor") pursuant to policies approved by the Board of Trustees of the Fund. |
| (b) Past-due loan. |  |  |  |  |  |
| (c) Non-income producing. |  |  |  |  |  |
| (d) Short-term loans backed by single-family, multi-family and commercial properties. | (d) Short-term loans backed by single-family, multi-family and commercial properties. | (d) Short-term loans backed by single-family, multi-family and commercial properties. | (d) Short-term loans backed by single-family, multi-family and commercial properties. | (d) Short-term loans backed by single-family, multi-family and commercial properties. | (d) Short-term loans backed by single-family, multi-family and commercial properties. |

---

------

#### Portfolio Valuation
The Board of Trustees (the "Board") has adopted Valuation Procedures (the "Valuation Procedures") pursuant to which the AlphaCentric Prime Meridian Income Fund (the "Fund") values its investments to ensure investments are valued in a manner consistent with GAAP as required by the 1940 Act. The Board has named AlphaCentric Advisors LLC (the "Advisor") its valuation designee, and the Advisor is responsible for fair valuing securities and assets without readily available market quotations as determined in good faith.

The vast majority of the Fund's holdings are loans sourced through Marketplace Loans for which market quotations are not readily available. As of December 31, 2022, the Fund's holdings were comprised of consumer and real estate loans. The Fund has engaged a third-party pricing service ("Valuation Service Provider") to provide the fair value of the Fund's Marketplace Loan holdings. The Valuation Service Provider's proprietary pricing procedures utilize, among other inputs, a discounted cash flow approach that utilizes historical data received from the clients/platforms, as well as proprietary loan level models and roll rates and simulation-based FICO migration matrix and logistic regression models based on historical data of similar investments in loan/borrower (or receivable/account debtor) characteristics, which estimate forecasted contractual cash flows for each loan or receivable for its remaining life, and which incorporate adjustments for risk factors (such as default and prepayment, as applicable). The forecasted cashflows as of the valuation date are discounted at a new risk-adjusted rate. The Advisor and Prime Meridian Capital Management, LLC (the "Sub-Advisor") monitor the application of the valuation methodology and consult with the Valuation Service Provider to ensure proper valuation of the Fund's holdings. The net asset value (the "NAV") of shares of the Fund is determined daily. The Fund has adopted a valuation policy which states that the unit of account is at the individual loan level and fair valuation will be performed using inputs which incorporate borrower-level data that is updated as often as the NAV is calculated to reflect new information regarding the borrower and loan.

The Fund follows a fair value hierarchy that distinguishes between market data obtained from independent sources (observable inputs) and the Fund's own market assumptions (unobservable inputs). These inputs are used in determining the value of the Fund's investments and are summarized in the following fair value hierarchy:

Level 1 Inputs — Unadjusted quoted prices in active markets for identical securities that the Fund has the ability to access

Level 2 Inputs — Inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly including inputs in markets that are not considered to be active or in active markets for similar assets or liabilities, observable inputs other than quoted prices and inputs that are not directly observable but are corroborated by observable market data

Level 3 Inputs — Significant unobservable inputs (including the Fund's own assumptions in determining fair value of investments)

The following is a summary of inputs used to value the Fund's investments as of December 31, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments at Fair Value** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| *Whole Loans* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Loans | $— | $— | $2084052 | $2084052 |
| *Bridge Loans* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Loans |  |  | 1976884 | 1976884 |
| **Total** | $**—** | $**—** | $**4060936** | $**4060936** |

---

The following is a reconciliation of Level 3 investments for the period from October 1, 2022 to December 31, 2022:

---

| | | |
|:---|:---|:---|
|  | **Consumer Loans** | **Real Estate Loans** |
| **Beginning Balance – October 1, 2022** | $2138029 | $2271699 |
| Acquisitions | 310987 | 344000 |
| Paydowns | (262034) | (459484) |
| Dispositions |  | (105000) |
| Net realized losses | (172634) | (65000) |
| Change in unrealized appreciation/depreciation | 64603 | (9331) |
| Accretion of discounts | 5101 |  |
| **Ending Balance – December 31, 2022** | $**2084052** | $**1976884** |
| **Change in unrealized appreciation/deprecation on investments still held at December 31, 2022** | $**(95395)** | $**(46319)** |

---

The following is a summary of quantitative information about the significant unobservable valuation inputs for Level 3 investments held as of December 31, 2022:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of** <br> **Investment** | **Fair Value as of** <br> **December 31, 2022** | **Valuation** <br> **Techniques** | **Unobservable Inputs** | **Range** | **Weighted** <br> **Average** |
| Consumer Loans | $2084052 | Discounted Cash Flow | Loss-Adjusted Discount Rate;<br> Projected Loss Percentage | 0.71%-46.21%<br> 0.00%-100.00% | 12.97%<br> 23.57% |
| Real Estate Loans | &nbsp;&nbsp;&nbsp;&nbsp; 1976884 | Discounted Cash Flow | Loss-Adjusted Discount Rate;<br> Projected Loss Percentage | 1.74%-10.49%<br> 0.00%-1.40% | 6.89%<br> 0.46% |
| **Total** | **$4060936** |  |  |  |  |

---

During the period ended December 31, 2022, the Fund had charge offs of $237,634 of outstanding principal on the loans and recoveries of $9,574, which resulted in a net charge off of $228,060. As of December 31, 2022, there were 5 loans placed on non-accrual status with a fair value of $0.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AlphaCentric Prime Meridian Income Fund

- **b. Investment Company Act file number:** 811-23230

- **c. CIK number of Registrant:** 0001697196

- **d. LEI of Registrant:** 549300QNPZGPO6HPD078

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

  - **Street Address 1:** 36 North New York Ave

  - **City:** Huntington

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 11743

  - **Telephone number:** 800-253-0412

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

- **a. Name of Series:** AlphaCentric Prime Meridian Income Fund

- **c. LEI of Series:** 549300QNPZGPO6HPD078

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

- **a. Date of fiscal year-end:** 2023-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5072857.00

**Total Liabilities:** $94085.78

**Net Assets:** $4978771.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 208.890000000000 | **1-Year:** 239.630000000000 | **5-Year:** 133.770000000000 | **10-Year:** 169.240000000000 | **30-Year:** 0.030000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.22%               | -0.22%               | -1.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $39036.01                | $-37234.15                                 |
| Month 2  | $-72223.12               | $3530.36                                   |
| Month 3  | $-138878.01              | $84522.30                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 193553167.LC.ACA                       | 193553167.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5616 | PA      | $5425.35      | 0.11%             | 2025-09-19      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 193567947.LC.ACA                       | 193567947.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4119 | PA      | $3998.95      | 0.08%             | 2025-09-21      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 193575581.LC.ACA                       | 193575581.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9297 | PA      | $9094.26      | 0.18%             | 2025-09-19      | Fixed         | 12.09%                | No            | 3                  | On Loan: No      |
| 193588330.LC.ACA                       | 193588330.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2783 | PA      | $2657.41      | 0.05%             | 2025-09-06      | Fixed         | 15.44%                | No            | 3                  | On Loan: No      |
| 193618065.LC.ACA                       | 193618065.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10347 | PA      | $9900.52      | 0.20%             | 2025-09-21      | Fixed         | 23.49%                | No            | 3                  | On Loan: No      |
| 193619319.LC.ACA                       | 193619319.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5616 | PA      | $5426.82      | 0.11%             | 2025-09-20      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 173358800.LC.ACA                       | 173358800.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8620 | PA      | $8252.14      | 0.17%             | 2024-01-13      | Fixed         | 19.95%                | No            | 3                  | On Loan: No      |
| 173189961.LC.ACA                       | 173189961.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4077 | PA      | $3982.93      | 0.08%             | 2024-01-04      | Fixed         | 13.33%                | No            | 3                  | On Loan: No      |
| 173230532.LC.ACA                       | 173230532.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4653 | PA      | $4521.09      | 0.09%             | 2023-12-29      | Fixed         | 16.08%                | No            | 3                  | On Loan: No      |
| 173245923.LC.ACA                       | 173245923.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10551 | PA      | $10168.43     | 0.20%             | 2026-01-04      | Fixed         | 15.40%                | No            | 3                  | On Loan: No      |
| 173275380.LC.ACA                       | 173275380.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7159 | PA      | $6568.75      | 0.13%             | 2026-01-22      | Fixed         | 18.24%                | No            | 3                  | On Loan: No      |
| 173338471.LC.ACA                       | 173338471.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13249 | PA      | $12452.14     | 0.25%             | 2026-01-19      | Fixed         | 20.74%                | No            | 3                  | On Loan: No      |
| 173344582.LC.ACA                       | 173344582.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5008 | PA      | $4829.70      | 0.10%             | 2024-01-05      | Fixed         | 16.08%                | No            | 3                  | On Loan: No      |
| 172124627.LC.ACA                       | 172124627.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2330 | PA      | $1887.10      | 0.04%             | 2023-11-19      | Fixed         | 14.02%                | No            | 3                  | On Loan: No      |
| 172410090.LC.ACA                       | 172410090.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6921 | PA      | $6560.80      | 0.13%             | 2025-12-04      | Fixed         | 16.08%                | No            | 3                  | On Loan: No      |
| 172526594.LC.ACA                       | 172526594.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8013 | PA      | $634.78       | 0.01%             | 2026-05-03      | Fixed         | 16.08%                | No            | 3                  | On Loan: No      |
| 172930301.LC.ACA                       | 172930301.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7134 | PA      | $6844.14      | 0.14%             | 2026-01-07      | Fixed         | 17.30%                | No            | 3                  | On Loan: No      |
| 172953769.LC.ACA                       | 172953769.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3606 | PA      | $3551.72      | 0.07%             | 2024-01-09      | Fixed         | 10.81%                | No            | 3                  | On Loan: No      |
| 173001562.LC.ACA                       | 173001562.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4733 | PA      | $4626.29      | 0.09%             | 2024-01-04      | Fixed         | 9.56%                 | No            | 3                  | On Loan: No      |
| 168607697.LC.ACA                       | 168607697.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       836 | PA      | $832.81       | 0.02%             | 2023-04-27      | Fixed         | 17.74%                | No            | 3                  | On Loan: No      |
| 168615219.LC.ACA                       | 168615219.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1170 | PA      | $1165.68      | 0.02%             | 2023-04-15      | Fixed         | 16.95%                | No            | 3                  | On Loan: No      |
| 168652487.LC.ACA                       | 168652487.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1599 | PA      | $1596.55      | 0.03%             | 2023-04-14      | Fixed         | 14.30%                | No            | 3                  | On Loan: No      |
| 168657591.LC.ACA                       | 168657591.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       318 | PA      | $319.53       | 0.01%             | 2023-03-27      | Fixed         | 18.62%                | No            | 3                  | On Loan: No      |
| 171647609.LC.ACA                       | 171647609.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1138 | PA      | $1114.71      | 0.02%             | 2023-11-20      | Fixed         | 15.40%                | No            | 3                  | On Loan: No      |
| 171949148.LC.ACA                       | 171949148.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2437 | PA      | $2382.12      | 0.05%             | 2023-11-16      | Fixed         | 14.71%                | No            | 3                  | On Loan: No      |
| 168220915.LC.ACA                       | 168220915.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12599 | PA      | $12276.45     | 0.25%             | 2025-04-14      | Fixed         | 20.55%                | No            | 3                  | On Loan: No      |
| 168306633.LC.ACA                       | 168306633.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       708 | PA      | $706.21       | 0.01%             | 2023-03-16      | Fixed         | 8.81%                 | No            | 3                  | On Loan: No      |
| 168345597.LC.ACA                       | 168345597.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       403 | PA      | $401.26       | 0.01%             | 2023-03-17      | Fixed         | 14.30%                | No            | 3                  | On Loan: No      |
| 168365641.LC.ACA                       | 168365641.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       937 | PA      | $934.98       | 0.02%             | 2023-03-16      | Fixed         | 8.81%                 | No            | 3                  | On Loan: No      |
| 168556628.LC.ACA                       | 168556628.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       350 | PA      | $350.35       | 0.01%             | 2023-03-23      | Fixed         | 23.05%                | No            | 3                  | On Loan: No      |
| 168602126.LC.ACA                       | 168602126.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1416 | PA      | $1413.15      | 0.03%             | 2023-04-14      | Fixed         | 14.30%                | No            | 3                  | On Loan: No      |
| 168130519.LC.ACA                       | 168130519.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       370 | PA      | $368.04       | 0.01%             | 2023-03-23      | Fixed         | 13.08%                | No            | 3                  | On Loan: No      |
| 168132569.LC.ACA                       | 168132569.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       866 | PA      | $862.41       | 0.02%             | 2023-04-15      | Fixed         | 17.74%                | No            | 3                  | On Loan: No      |
| 168172636.LC.ACA                       | 168172636.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1204 | PA      | $1198.43      | 0.02%             | 2023-04-14      | Fixed         | 18.62%                | No            | 3                  | On Loan: No      |
| 168173979.LC.ACA                       | 168173979.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3744 | PA      | $3429.10      | 0.07%             | 2023-08-13      | Fixed         | 15.24%                | No            | 3                  | On Loan: No      |
| 168183156.LC.ACA                       | 168183156.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       581 | PA      | $579.28       | 0.01%             | 2023-03-15      | Fixed         | 7.56%                 | No            | 3                  | On Loan: No      |
| 168200504.LC.ACA                       | 168200504.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       880 | PA      | $876.38       | 0.02%             | 2023-03-21      | Fixed         | 6.46%                 | No            | 3                  | On Loan: No      |
| 167374459.LC.ACA                       | 167374459.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       101 | PA      | $100.92       | 0.00%             | 2023-02-17      | Fixed         | 15.24%                | No            | 3                  | On Loan: No      |
| 167464521.LC.ACA                       | 167464521.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       978 | PA      | $978.13       | 0.02%             | 2023-02-27      | Fixed         | 11.71%                | No            | 3                  | On Loan: No      |
| 167523901.LC.ACA                       | 167523901.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       623 | PA      | $622.17       | 0.01%             | 2023-03-09      | Fixed         | 16.95%                | No            | 3                  | On Loan: No      |
| 167903543.LC.ACA                       | 167903543.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       458 | PA      | $456.40       | 0.01%             | 2023-03-06      | Fixed         | 7.02%                 | No            | 3                  | On Loan: No      |
| 167918460.LC.ACA                       | 167918460.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3948 | PA      | $3899.93      | 0.08%             | 2023-08-06      | Fixed         | 7.56%                 | No            | 3                  | On Loan: No      |
| 168129697.LC.ACA                       | 168129697.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1073 | PA      | $1061.80      | 0.02%             | 2023-06-10      | Fixed         | 10.33%                | No            | 3                  | On Loan: No      |
| 164951573.LC.ACA                       | 164951573.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |        74 | PA      | $74.68        | 0.00%             | 2023-01-15      | Fixed         | 21.59%                | No            | 3                  | On Loan: No      |
| 165446373.LC.ACA                       | 165446373.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       554 | PA      | $551.36       | 0.01%             | 2023-01-24      | Fixed         | 17.29%                | No            | 3                  | On Loan: No      |
| 165836621.LC.ACA                       | 165836621.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1163 | PA      | $1159.39      | 0.02%             | 2023-02-10      | Fixed         | 8.81%                 | No            | 3                  | On Loan: No      |
| 166595031.LC.ACA                       | 166595031.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       144 | PA      | $143.56       | 0.00%             | 2023-02-18      | Fixed         | 17.74%                | No            | 3                  | On Loan: No      |
| 166633377.LC.ACA                       | 166633377.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1321 | PA      | $1312.09      | 0.03%             | 2023-04-27      | Fixed         | 13.08%                | No            | 3                  | On Loan: No      |
| 167094451.LC.ACA                       | 167094451.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1465 | PA      | $1455.31      | 0.03%             | 2023-04-24      | Fixed         | 14.30%                | No            | 3                  | On Loan: No      |
| 164606713.LC.ACA                       | 164606713.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       142 | PA      | $142.87       | 0.00%             | 2023-01-23      | Fixed         | 22.33%                | No            | 3                  | On Loan: No      |
| 164717993.LC.ACA                       | 164717993.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1580 | PA      | $1605.00      | 0.03%             | 2023-01-13      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 164756845.LC.ACA                       | 164756845.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       373 | PA      | $373.66       | 0.01%             | 2023-01-13      | Fixed         | 21.59%                | No            | 3                  | On Loan: No      |
| 164816754.LC.ACA                       | 164816754.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       134 | PA      | $134.41       | 0.00%             | 2023-01-13      | Fixed         | 26.19%                | No            | 3                  | On Loan: No      |
| 164848741.LC.ACA                       | 164848741.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       251 | PA      | $252.60       | 0.01%             | 2023-01-14      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 164916212.LC.ACA                       | 164916212.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       388 | PA      | $393.53       | 0.01%             | 2023-01-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 164233307.LC.ACA                       | 164233307.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1047 | PA      | $1052.69      | 0.02%             | 2023-01-13      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 164363032.LC.ACA                       | 164363032.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       493 | PA      | $496.95       | 0.01%             | 2023-01-16      | Fixed         | 29.41%                | No            | 3                  | On Loan: No      |
| 164453124.LC.ACA                       | 164453124.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |        45 | PA      | $44.62        | 0.00%             | 2023-01-15      | Fixed         | 21.59%                | No            | 3                  | On Loan: No      |
| 164519373.LC.ACA                       | 164519373.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       371 | PA      | $371.04       | 0.01%             | 2023-01-28      | Fixed         | 7.56%                 | No            | 3                  | On Loan: No      |
| 164549323.LC.ACA                       | 164549323.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       328 | PA      | $330.57       | 0.01%             | 2023-01-25      | Fixed         | 25.21%                | No            | 3                  | On Loan: No      |
| 164570836.LC.ACA                       | 164570836.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7328 | PA      | $7144.48      | 0.14%             | 2025-04-03      | Fixed         | 23.31%                | No            | 3                  | On Loan: No      |
| 161741565.LC.ACA                       | 161741565.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9692 | PA      | $9390.35      | 0.19%             | 2024-11-15      | Fixed         | 16.95%                | No            | 3                  | On Loan: No      |
| 161908462.LC.ACA                       | 161908462.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7649 | PA      | $6092.10      | 0.12%             | 2024-11-15      | Fixed         | 17.74%                | No            | 3                  | On Loan: No      |
| 163208217.LC.ACA                       | 163208217.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       176 | PA      | $176.82       | 0.00%             | 2023-01-16      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 163899498.LC.ACA                       | 163899498.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       162 | PA      | $162.22       | 0.00%             | 2022-12-31      | Fixed         | 11.71%                | No            | 3                  | On Loan: No      |
| 164014273.LC.ACA                       | 164014273.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       467 | PA      | $468.91       | 0.01%             | 2023-01-17      | Fixed         | 26.99%                | No            | 3                  | On Loan: No      |
| 164149433.LC.ACA                       | 164149433.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     16316 | PA      | $13518.31     | 0.27%             | 2026-05-15      | Fixed         | 26.99%                | No            | 3                  | On Loan: No      |
| 184403525.LC.ACA                       | 184403525.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2896 | PA      | $2883.71      | 0.06%             | 2024-12-27      | Fixed         | 17.99%                | No            | 3                  | On Loan: No      |
| 184406135.LC.ACA                       | 184406135.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8695 | PA      | $-948.61      | -0.02%            | 2026-12-19      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184414413.LC.ACA                       | 184414413.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3443 | PA      | $3427.95      | 0.07%             | 2024-12-27      | Fixed         | 15.74%                | No            | 3                  | On Loan: No      |
| 160708165.LC.ACA                       | 160708165.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7178 | PA      | $6955.22      | 0.14%             | 2024-11-15      | Fixed         | 16.12%                | No            | 3                  | On Loan: No      |
| 161657418.LC.ACA                       | 161657418.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7418 | PA      | $7244.70      | 0.15%             | 2024-11-12      | Fixed         | 18.62%                | No            | 3                  | On Loan: No      |
| 161704640.LC.ACA                       | 161704640.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10243 | PA      | $8715.95      | 0.18%             | 2025-02-28      | Fixed         | 18.62%                | No            | 3                  | On Loan: No      |
| 184341030.LC.ACA                       | 184341030.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6858 | PA      | $6941.84      | 0.14%             | 2024-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184360530.LC.ACA                       | 184360530.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6638 | PA      | $610.97       | 0.01%             | 2027-01-11      | Fixed         | 18.99%                | No            | 3                  | On Loan: No      |
| 184361660.LC.ACA                       | 184361660.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2265 | PA      | $2276.71      | 0.05%             | 2024-12-27      | Fixed         | 28.49%                | No            | 3                  | On Loan: No      |
| 184362215.LC.ACA                       | 184362215.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14360 | PA      | $14298.25     | 0.29%             | 2024-12-27      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 184388558.LC.ACA                       | 184388558.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4920 | PA      | $4895.90      | 0.10%             | 2024-12-31      | Fixed         | 26.99%                | No            | 3                  | On Loan: No      |
| 184397053.LC.ACA                       | 184397053.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13516 | PA      | $13571.03     | 0.27%             | 2026-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 183982510.LC.ACA                       | 183982510.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6840 | PA      | $6611.07      | 0.13%             | 2026-12-10      | Fixed         | 15.19%                | No            | 3                  | On Loan: No      |
| 184176809.LC.ACA                       | 184176809.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11273 | PA      | $0.00         | 0.00%             | 2026-12-27      | Fixed         | 26.74%                | No            | 3                  | On Loan: No      |
| 184197962.LC.ACA                       | 184197962.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8904 | PA      | $8940.93      | 0.18%             | 2024-12-27      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 184199273.LC.ACA                       | 184199273.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     17357 | PA      | $17286.01     | 0.35%             | 2026-12-30      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184237668.LC.ACA                       | 184237668.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8139 | PA      | $954.33       | 0.02%             | 2026-12-27      | Fixed         | 25.49%                | No            | 3                  | On Loan: No      |
| 184303917.LC.ACA                       | 184303917.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3720 | PA      | $3700.20      | 0.07%             | 2024-12-27      | Fixed         | 13.99%                | No            | 3                  | On Loan: No      |
| 183878363.LC.ACA                       | 183878363.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3463 | PA      | $324.86       | 0.01%             | 2026-12-24      | Fixed         | 16.49%                | No            | 3                  | On Loan: No      |
| 183897668.LC.ACA                       | 183897668.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3297 | PA      | $1044.37      | 0.02%             | 2026-12-09      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 183918274.LC.ACA                       | 183918274.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8506 | PA      | $2581.43      | 0.05%             | 2025-01-31      | Fixed         | 21.49%                | No            | 3                  | On Loan: No      |
| 183932613.LC.ACA                       | 183932613.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     17472 | PA      | $16748.51     | 0.34%             | 2026-12-09      | Fixed         | 20.99%                | No            | 3                  | On Loan: No      |
| 183940931.LC.ACA                       | 183940931.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8539 | PA      | $8332.76      | 0.17%             | 2026-12-14      | Fixed         | 14.19%                | No            | 3                  | On Loan: No      |
| 183964825.LC.ACA                       | 183964825.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8852 | PA      | $8327.16      | 0.17%             | 2026-12-13      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 183741816.LC.ACA                       | 183741816.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5294 | PA      | $5035.02      | 0.10%             | 2026-12-08      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 183776530.LC.ACA                       | 183776530.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4419 | PA      | $4421.03      | 0.09%             | 2024-12-27      | Fixed         | 21.99%                | No            | 3                  | On Loan: No      |
| 183824964.LC.ACA                       | 183824964.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6397 | PA      | $6403.11      | 0.13%             | 2026-12-27      | Fixed         | 28.24%                | No            | 3                  | On Loan: No      |
| 183839826.LC.ACA                       | 183839826.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12990 | PA      | $12343.69     | 0.25%             | 2026-12-07      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 183844896.LC.ACA                       | 183844896.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     16127 | PA      | $15005.22     | 0.30%             | 2026-12-08      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 183845635.LC.ACA                       | 183845635.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7369 | PA      | $7400.44      | 0.15%             | 2024-12-27      | Fixed         | 22.24%                | No            | 3                  | On Loan: No      |
| 183657208.LC.ACA                       | 183657208.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14893 | PA      | $13926.29     | 0.28%             | 2026-12-09      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 183658618.LC.ACA                       | 183658618.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     17241 | PA      | $16174.68     | 0.32%             | 2026-12-07      | Fixed         | 17.24%                | No            | 3                  | On Loan: No      |
| 183691129.LC.ACA                       | 183691129.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7928 | PA      | $7872.70      | 0.16%             | 2024-12-15      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 183694841.LC.ACA                       | 183694841.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     17995 | PA      | $16866.71     | 0.34%             | 2026-12-18      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 183709052.LC.ACA                       | 183709052.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5566 | PA      | $5329.80      | 0.11%             | 2026-12-06      | Fixed         | 15.44%                | No            | 3                  | On Loan: No      |
| 183714114.LC.ACA                       | 183714114.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11050 | PA      | $10594.88     | 0.21%             | 2026-12-06      | Fixed         | 15.44%                | No            | 3                  | On Loan: No      |
| 183337972.LC.ACA                       | 183337972.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7318 | PA      | $7062.07      | 0.14%             | 2026-11-22      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 183380248.LC.ACA                       | 183380248.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1527 | PA      | $1481.22      | 0.03%             | 2026-11-24      | Fixed         | 16.99%                | No            | 3                  | On Loan: No      |
| 183394979.LC.ACA                       | 183394979.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3370 | PA      | $-269.99      | -0.01%            | 2026-11-27      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 183489173.LC.ACA                       | 183489173.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     17425 | PA      | $16840.91     | 0.34%             | 2026-11-24      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 183598008.LC.ACA                       | 183598008.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8823 | PA      | $8501.43      | 0.17%             | 2026-11-30      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 183615887.LC.ACA                       | 183615887.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7114 | PA      | $7084.41      | 0.14%             | 2024-12-27      | Fixed         | 13.99%                | No            | 3                  | On Loan: No      |
| 182823625.LC.ACA                       | 182823625.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6452 | PA      | $6064.71      | 0.12%             | 2026-11-30      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 182847100.LC.ACA                       | 182847100.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13045 | PA      | $12172.03     | 0.24%             | 2026-11-03      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 182926009.LC.ACA                       | 182926009.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9639 | PA      | $7540.62      | 0.15%             | 2026-11-18      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 183123528.LC.ACA                       | 183123528.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5677 | PA      | $5472.93      | 0.11%             | 2026-11-12      | Fixed         | 20.44%                | No            | 3                  | On Loan: No      |
| 183196256.LC.ACA                       | 183196256.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11098 | PA      | $5642.22      | 0.11%             | 2027-05-17      | Fixed         | 15.00%                | No            | 3                  | On Loan: No      |
| 183289999.LC.ACA                       | 183289999.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5315 | PA      | $5059.15      | 0.10%             | 2026-11-19      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 173715688.LC.ACA                       | 173715688.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8557 | PA      | $8193.62      | 0.16%             | 2026-01-13      | Fixed         | 17.24%                | No            | 3                  | On Loan: No      |
| 17406.SH.ACA                           | 17406.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     25000 | PA      | $24786.06     | 0.50%             | 2023-03-31      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| 174073400.LC.ACA                       | 174073400.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3828 | PA      | $3660.60      | 0.07%             | 2024-01-26      | Fixed         | 15.19%                | No            | 3                  | On Loan: No      |
| 17409.SH.ACA                           | 17409.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     25000 | PA      | $24806.26     | 0.50%             | 2022-12-31      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| 174167788.LC.ACA                       | 174167788.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4189 | PA      | $4024.18      | 0.08%             | 2024-02-01      | Fixed         | 13.24%                | No            | 3                  | On Loan: No      |
| 18070.SH.ACA                           | 18070.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     22817 | PA      | $22356.35     | 0.45%             | 2022-10-31      | Fixed         | 8.75%                 | No            | 3                  | On Loan: No      |
| 173452322.LC.ACA                       | 173452322.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8772 | PA      | $8497.68      | 0.17%             | 2026-01-04      | Fixed         | 20.74%                | No            | 3                  | On Loan: No      |
| 173472479.LC.ACA                       | 173472479.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14268 | PA      | $13643.83     | 0.27%             | 2026-01-07      | Fixed         | 17.30%                | No            | 3                  | On Loan: No      |
| 173480973.LC.ACA                       | 173480973.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4302 | PA      | $4116.97      | 0.08%             | 2024-01-29      | Fixed         | 19.95%                | No            | 3                  | On Loan: No      |
| 173481448.LC.ACA                       | 173481448.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8060 | PA      | $7820.55      | 0.16%             | 2026-01-07      | Fixed         | 16.08%                | No            | 3                  | On Loan: No      |
| 173537826.LC.ACA                       | 173537826.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6994 | PA      | $6788.82      | 0.14%             | 2026-01-13      | Fixed         | 14.02%                | No            | 3                  | On Loan: No      |
| 173555296.LC.ACA                       | 173555296.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3389 | PA      | $3300.07      | 0.07%             | 2024-01-07      | Fixed         | 13.33%                | No            | 3                  | On Loan: No      |
| 173397739.LC.ACA                       | 173397739.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8721 | PA      | $8251.56      | 0.17%             | 2026-01-04      | Fixed         | 18.24%                | No            | 3                  | On Loan: No      |
| 173401158.LC.ACA                       | 173401158.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1343 | PA      | $865.96       | 0.02%             | 2024-04-04      | Fixed         | 15.40%                | No            | 3                  | On Loan: No      |
| 173421109.LC.ACA                       | 173421109.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4101 | PA      | $3987.89      | 0.08%             | 2024-01-04      | Fixed         | 14.02%                | No            | 3                  | On Loan: No      |
| 173425721.LC.ACA                       | 173425721.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8484 | PA      | $8046.43      | 0.16%             | 2026-01-06      | Fixed         | 16.08%                | No            | 3                  | On Loan: No      |
| 173428112.LC.ACA                       | 173428112.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7269 | PA      | $6965.82      | 0.14%             | 2026-01-15      | Fixed         | 18.24%                | No            | 3                  | On Loan: No      |
| 173440757.LC.ACA                       | 173440757.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13956 | PA      | $13345.16     | 0.27%             | 2026-01-20      | Fixed         | 15.40%                | No            | 3                  | On Loan: No      |
| 186066793.LC.ACA                       | 186066793.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4034 | PA      | $3987.75      | 0.08%             | 2025-02-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 186071477.LC.ACA                       | 186071477.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2407 | PA      | $2361.27      | 0.05%             | 2025-02-11      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 186090313.LC.ACA                       | 186090313.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4527 | PA      | $4447.57      | 0.09%             | 2025-02-12      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 186105067.LC.ACA                       | 186105067.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2029 | PA      | $1992.88      | 0.04%             | 2025-02-11      | Fixed         | 20.49%                | No            | 3                  | On Loan: No      |
| 186112970.LC.ACA                       | 186112970.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11144 | PA      | $5829.22      | 0.12%             | 2027-08-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 173377823.LC.ACA                       | 173377823.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10469 | PA      | $9811.12      | 0.20%             | 2026-01-04      | Fixed         | 19.95%                | No            | 3                  | On Loan: No      |
| 185809208.LC.ACA                       | 185809208.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4015 | PA      | $3920.31      | 0.08%             | 2026-02-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 185921909.LC.ACA                       | 185921909.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10490 | PA      | $10368.13     | 0.21%             | 2025-02-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 185927616.LC.ACA                       | 185927616.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       845 | PA      | $691.05       | 0.01%             | 2025-02-14      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 185998007.LC.ACA                       | 185998007.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       819 | PA      | $808.06       | 0.02%             | 2025-02-25      | Fixed         | 22.74%                | No            | 3                  | On Loan: No      |
| 186023602.LC.ACA                       | 186023602.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     22477 | PA      | $21889.44     | 0.44%             | 2027-02-11      | Fixed         | 21.99%                | No            | 3                  | On Loan: No      |
| 186064191.LC.ACA                       | 186064191.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3113 | PA      | $3075.67      | 0.06%             | 2024-02-26      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 185399718.LC.ACA                       | 185399718.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7683 | PA      | $7590.28      | 0.15%             | 2025-02-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 185439817.LC.ACA                       | 185439817.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2869 | PA      | $2828.30      | 0.06%             | 2025-02-11      | Fixed         | 26.99%                | No            | 3                  | On Loan: No      |
| 185468119.LC.ACA                       | 185468119.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3147 | PA      | $3109.39      | 0.06%             | 2025-02-11      | Fixed         | 22.99%                | No            | 3                  | On Loan: No      |
| 185509674.LC.ACA                       | 185509674.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12289 | PA      | $12178.99     | 0.24%             | 2025-02-26      | Fixed         | 29.74%                | No            | 3                  | On Loan: No      |
| 185561544.LC.ACA                       | 185561544.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     18337 | PA      | $17992.63     | 0.36%             | 2027-02-08      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 185735111.LC.ACA                       | 185735111.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     21548 | PA      | $21026.92     | 0.42%             | 2027-02-11      | Fixed         | 21.49%                | No            | 3                  | On Loan: No      |
| 185204609.LC.ACA                       | 185204609.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1216 | PA      | $1196.50      | 0.02%             | 2025-01-30      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 185209914.LC.ACA                       | 185209914.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1915 | PA      | $1897.88      | 0.04%             | 2025-01-18      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 185223458.LC.ACA                       | 185223458.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9359 | PA      | $-778.73      | -0.02%            | 2027-01-18      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 185224281.LC.ACA                       | 185224281.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10568 | PA      | $245.19       | 0.00%             | 2025-01-31      | Fixed         | 19.99%                | No            | 3                  | On Loan: No      |
| 185338159.LC.ACA                       | 185338159.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12048 | PA      | $11911.28     | 0.24%             | 2025-02-11      | Fixed         | 29.49%                | No            | 3                  | On Loan: No      |
| 185347789.LC.ACA                       | 185347789.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4389 | PA      | $4293.57      | 0.09%             | 2026-02-11      | Fixed         | 30.49%                | No            | 3                  | On Loan: No      |
| 184722604.LC.ACA                       | 184722604.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8816 | PA      | $8579.97      | 0.17%             | 2027-01-15      | Fixed         | 16.49%                | No            | 3                  | On Loan: No      |
| 184784913.LC.ACA                       | 184784913.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1864 | PA      | $1846.11      | 0.04%             | 2025-01-18      | Fixed         | 27.99%                | No            | 3                  | On Loan: No      |
| 184921834.LC.ACA                       | 184921834.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8838 | PA      | $8505.28      | 0.17%             | 2027-01-11      | Fixed         | 20.49%                | No            | 3                  | On Loan: No      |
| 185049440.LC.ACA                       | 185049440.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       766 | PA      | $759.12       | 0.02%             | 2025-01-18      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 185170623.LC.ACA                       | 185170623.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7124 | PA      | $7006.96      | 0.14%             | 2025-01-05      | Fixed         | 16.99%                | No            | 3                  | On Loan: No      |
| 185181915.LC.ACA                       | 185181915.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4099 | PA      | $4049.04      | 0.08%             | 2024-01-31      | Fixed         | 16.99%                | No            | 3                  | On Loan: No      |
| 184519976.LC.ACA                       | 184519976.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5463 | PA      | $5392.26      | 0.11%             | 2027-01-18      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184568910.LC.ACA                       | 184568910.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     17591 | PA      | $16553.21     | 0.33%             | 2027-01-01      | Fixed         | 18.99%                | No            | 3                  | On Loan: No      |
| 184582862.LC.ACA                       | 184582862.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13555 | PA      | $13016.46     | 0.26%             | 2026-12-31      | Fixed         | 17.44%                | No            | 3                  | On Loan: No      |
| 184595768.LC.ACA                       | 184595768.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8781 | PA      | $8502.30      | 0.17%             | 2026-12-30      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 184715908.LC.ACA                       | 184715908.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8879 | PA      | $8464.13      | 0.17%             | 2027-01-04      | Fixed         | 21.99%                | No            | 3                  | On Loan: No      |
| 184719283.LC.ACA                       | 184719283.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4698 | PA      | $4528.75      | 0.09%             | 2027-01-15      | Fixed         | 14.19%                | No            | 3                  | On Loan: No      |
| 184476554.LC.ACA                       | 184476554.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3431 | PA      | $3447.51      | 0.07%             | 2024-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184477367.LC.ACA                       | 184477367.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4505 | PA      | $4523.57      | 0.09%             | 2026-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184477733.LC.ACA                       | 184477733.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4350 | PA      | $-343.67      | -0.01%            | 2024-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184481397.LC.ACA                       | 184481397.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7564 | PA      | $7602.82      | 0.15%             | 2024-12-27      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 184487239.LC.ACA                       | 184487239.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3648 | PA      | $3630.87      | 0.07%             | 2024-12-27      | Fixed         | 19.99%                | No            | 3                  | On Loan: No      |
| 184487535.LC.ACA                       | 184487535.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4468 | PA      | $4490.49      | 0.09%             | 2024-12-27      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 184470793.LC.ACA                       | 184470793.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10544 | PA      | $7014.48      | 0.14%             | 2025-08-18      | Fixed         | 27.99%                | No            | 3                  | On Loan: No      |
| 184471643.LC.ACA                       | 184471643.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13535 | PA      | $13528.03     | 0.27%             | 2026-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184472663.LC.ACA                       | 184472663.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       524 | PA      | $520.99       | 0.01%             | 2026-12-27      | Fixed         | 27.49%                | No            | 3                  | On Loan: No      |
| 184473552.LC.ACA                       | 184473552.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8671 | PA      | $8633.14      | 0.17%             | 2024-12-27      | Fixed         | 17.49%                | No            | 3                  | On Loan: No      |
| 184474636.LC.ACA                       | 184474636.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2967 | PA      | $2956.64      | 0.06%             | 2024-12-30      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 184475340.LC.ACA                       | 184475340.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1900 | PA      | $1879.43      | 0.04%             | 2024-12-05      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184463650.LC.ACA                       | 184463650.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       528 | PA      | $526.09       | 0.01%             | 2024-12-27      | Fixed         | 15.74%                | No            | 3                  | On Loan: No      |
| 184463700.LC.ACA                       | 184463700.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4747 | PA      | $4594.74      | 0.09%             | 2027-01-18      | Fixed         | 18.99%                | No            | 3                  | On Loan: No      |
| 184464380.LC.ACA                       | 184464380.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     18517 | PA      | $18257.48     | 0.37%             | 2026-12-12      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184467082.LC.ACA                       | 184467082.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3666 | PA      | $3647.87      | 0.07%             | 2024-12-27      | Fixed         | 20.99%                | No            | 3                  | On Loan: No      |
| 184467823.LC.ACA                       | 184467823.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14482 | PA      | $14418.57     | 0.29%             | 2024-12-27      | Fixed         | 17.99%                | No            | 3                  | On Loan: No      |
| 184469051.LC.ACA                       | 184469051.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4805 | PA      | $4803.27      | 0.10%             | 2024-12-27      | Fixed         | 26.99%                | No            | 3                  | On Loan: No      |
| 184450399.LC.ACA                       | 184450399.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4729 | PA      | $4762.97      | 0.10%             | 2024-12-31      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184455585.LC.ACA                       | 184455585.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1448 | PA      | $1441.79      | 0.03%             | 2024-12-27      | Fixed         | 17.99%                | No            | 3                  | On Loan: No      |
| 184459335.LC.ACA                       | 184459335.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     17524 | PA      | $17439.49     | 0.35%             | 2024-12-27      | Fixed         | 19.99%                | No            | 3                  | On Loan: No      |
| 184460455.LC.ACA                       | 184460455.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10406 | PA      | $-1370.52     | -0.03%            | 2026-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184463310.LC.ACA                       | 184463310.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6818 | PA      | $6851.46      | 0.14%             | 2024-12-27      | Fixed         | 26.49%                | No            | 3                  | On Loan: No      |
| 184463486.LC.ACA                       | 184463486.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4810 | PA      | $4803.11      | 0.10%             | 2024-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188094205.LC.ACA                       | 188094205.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3123 | PA      | $3080.62      | 0.06%             | 2025-04-11      | Fixed         | 19.99%                | No            | 3                  | On Loan: No      |
| 184416777.LC.ACA                       | 184416777.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2108 | PA      | $2112.62      | 0.04%             | 2024-12-27      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 184417758.LC.ACA                       | 184417758.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2282 | PA      | $2309.80      | 0.05%             | 2024-12-27      | Fixed         | 30.49%                | No            | 3                  | On Loan: No      |
| 184429316.LC.ACA                       | 184429316.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1199 | PA      | $1195.85      | 0.02%             | 2024-12-27      | Fixed         | 28.49%                | No            | 3                  | On Loan: No      |
| 184430130.LC.ACA                       | 184430130.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9012 | PA      | $9006.41      | 0.18%             | 2026-12-27      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 184447010.LC.ACA                       | 184447010.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6451 | PA      | $6509.82      | 0.13%             | 2026-12-27      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 188090767.LC.ACA                       | 188090767.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5680 | PA      | $5589.21      | 0.11%             | 2027-04-20      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188091239.LC.ACA                       | 188091239.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14062 | PA      | $13834.17     | 0.28%             | 2027-04-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188091311.LC.ACA                       | 188091311.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3182 | PA      | $3154.91      | 0.06%             | 2025-05-28      | Fixed         | 20.49%                | No            | 3                  | On Loan: No      |
| 188092145.LC.ACA                       | 188092145.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4220 | PA      | $4158.94      | 0.08%             | 2025-04-11      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 188092760.LC.ACA                       | 188092760.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3286 | PA      | $3256.92      | 0.07%             | 2025-04-11      | Fixed         | 17.99%                | No            | 3                  | On Loan: No      |
| 188094202.LC.ACA                       | 188094202.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1664 | PA      | $1641.57      | 0.03%             | 2025-04-11      | Fixed         | 26.24%                | No            | 3                  | On Loan: No      |
| 188088747.LC.ACA                       | 188088747.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7528 | PA      | $7433.55      | 0.15%             | 2025-04-11      | Fixed         | 20.49%                | No            | 3                  | On Loan: No      |
| 188088983.LC.ACA                       | 188088983.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7362 | PA      | $7242.09      | 0.15%             | 2024-04-25      | Fixed         | 26.99%                | No            | 3                  | On Loan: No      |
| 188089525.LC.ACA                       | 188089525.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12588 | PA      | $12424.51     | 0.25%             | 2025-04-11      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 188089558.LC.ACA                       | 188089558.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1013 | PA      | $998.90       | 0.02%             | 2025-04-11      | Fixed         | 28.49%                | No            | 3                  | On Loan: No      |
| 188090337.LC.ACA                       | 188090337.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7019 | PA      | $6942.77      | 0.14%             | 2027-04-26      | Fixed         | 23.49%                | No            | 3                  | On Loan: No      |
| 188090472.LC.ACA                       | 188090472.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1507 | PA      | $1487.27      | 0.03%             | 2025-04-11      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 188083850.LC.ACA                       | 188083850.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9205 | PA      | $9106.73      | 0.18%             | 2025-04-15      | Fixed         | 23.49%                | No            | 3                  | On Loan: No      |
| 188085005.LC.ACA                       | 188085005.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     20477 | PA      | $20318.38     | 0.41%             | 2025-04-16      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 188085440.LC.ACA                       | 188085440.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5999 | PA      | $5900.63      | 0.12%             | 2025-04-11      | Fixed         | 23.49%                | No            | 3                  | On Loan: No      |
| 188086896.LC.ACA                       | 188086896.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2524 | PA      | $2475.05      | 0.05%             | 2025-04-03      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188087040.LC.ACA                       | 188087040.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1680 | PA      | $1652.39      | 0.03%             | 2025-04-16      | Fixed         | 29.74%                | No            | 3                  | On Loan: No      |
| 188087681.LC.ACA                       | 188087681.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5568 | PA      | $-635.10      | -0.01%            | 2025-04-11      | Fixed         | 30.49%                | No            | 3                  | On Loan: No      |
| 188007866.LC.ACA                       | 188007866.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     16544 | PA      | $15588.41     | 0.31%             | 2025-04-08      | Fixed         | 20.49%                | No            | 3                  | On Loan: No      |
| 188051774.LC.ACA                       | 188051774.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       833 | PA      | $824.50       | 0.02%             | 2025-04-11      | Fixed         | 22.99%                | No            | 3                  | On Loan: No      |
| 188053108.LC.ACA                       | 188053108.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5787 | PA      | $3692.99      | 0.07%             | 2024-09-26      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| 188078858.LC.ACA                       | 188078858.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4932 | PA      | $4887.85      | 0.10%             | 2025-04-11      | Fixed         | 17.99%                | No            | 3                  | On Loan: No      |
| 188081773.LC.ACA                       | 188081773.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1578 | PA      | $1563.59      | 0.03%             | 2025-04-11      | Fixed         | 16.49%                | No            | 3                  | On Loan: No      |
| 188083049.LC.ACA                       | 188083049.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6943 | PA      | $-632.68      | -0.01%            | 2027-04-11      | Fixed         | 24.49%                | No            | 3                  | On Loan: No      |
| 187789566.LC.ACA                       | 187789566.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1999 | PA      | $1966.10      | 0.04%             | 2025-03-31      | Fixed         | 8.79%                 | No            | 3                  | On Loan: No      |
| 187860335.LC.ACA                       | 187860335.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6001 | PA      | $5829.09      | 0.12%             | 2025-04-01      | Fixed         | 28.49%                | No            | 3                  | On Loan: No      |
| 187887928.LC.ACA                       | 187887928.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3147 | PA      | $3119.01      | 0.06%             | 2025-04-20      | Fixed         | 22.49%                | No            | 3                  | On Loan: No      |
| 187887993.LC.ACA                       | 187887993.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5097 | PA      | $5023.74      | 0.10%             | 2025-04-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 187899884.LC.ACA                       | 187899884.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13174 | PA      | $4343.38      | 0.09%             | 2025-04-11      | Fixed         | 27.99%                | No            | 3                  | On Loan: No      |
| 187989828.LC.ACA                       | 187989828.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14671 | PA      | $12151.08     | 0.24%             | 2027-04-20      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 187522684.LC.ACA                       | 187522684.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2855 | PA      | $2799.93      | 0.06%             | 2025-04-16      | Fixed         | 7.09%                 | No            | 3                  | On Loan: No      |
| 187683541.LC.ACA                       | 187683541.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11249 | PA      | $10526.34     | 0.21%             | 2027-04-12      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 187697875.LC.ACA                       | 187697875.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5875 | PA      | $5709.57      | 0.11%             | 2025-03-29      | Fixed         | 12.49%                | No            | 3                  | On Loan: No      |
| 187726663.LC.ACA                       | 187726663.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4032 | PA      | $3928.88      | 0.08%             | 2025-03-30      | Fixed         | 11.49%                | No            | 3                  | On Loan: No      |
| 187766775.LC.ACA                       | 187766775.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4673 | PA      | $4605.12      | 0.09%             | 2025-04-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 187784900.LC.ACA                       | 187784900.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7255 | PA      | $7107.70      | 0.14%             | 2027-04-11      | Fixed         | 15.54%                | No            | 3                  | On Loan: No      |
| 186160312.LC.ACA                       | 186160312.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11879 | PA      | $11718.61     | 0.24%             | 2025-02-11      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 186165090.LC.ACA                       | 186165090.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4609 | PA      | $4537.75      | 0.09%             | 2025-02-11      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 186165112.LC.ACA                       | 186165112.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4392 | PA      | $142.10       | 0.00%             | 2025-02-16      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 186432035.LC.ACA                       | 186432035.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3502 | PA      | $3431.35      | 0.07%             | 2025-02-15      | Fixed         | 7.09%                 | No            | 3                  | On Loan: No      |
| 186491341.LC.ACA                       | 186491341.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6289 | PA      | $6137.27      | 0.12%             | 2025-03-01      | Fixed         | 8.79%                 | No            | 3                  | On Loan: No      |
| 187375805.LC.ACA                       | 187375805.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12142 | PA      | $11462.56     | 0.23%             | 2027-04-11      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 186155205.LC.ACA                       | 186155205.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5344 | PA      | $5178.64      | 0.10%             | 2027-02-11      | Fixed         | 18.74%                | No            | 3                  | On Loan: No      |
| 186155341.LC.ACA                       | 186155341.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2689 | PA      | $2649.76      | 0.05%             | 2025-02-15      | Fixed         | 15.49%                | No            | 3                  | On Loan: No      |
| 186156211.LC.ACA                       | 186156211.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     16555 | PA      | $16270.90     | 0.33%             | 2027-02-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 186158108.LC.ACA                       | 186158108.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4624 | PA      | $4556.46      | 0.09%             | 2025-02-16      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 186158605.LC.ACA                       | 186158605.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10546 | PA      | $10380.73     | 0.21%             | 2025-02-15      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 186158727.LC.ACA                       | 186158727.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3911 | PA      | $3860.97      | 0.08%             | 2025-02-26      | Fixed         | 17.99%                | No            | 3                  | On Loan: No      |
| 186149058.LC.ACA                       | 186149058.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1615 | PA      | $1586.05      | 0.03%             | 2025-02-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 186152115.LC.ACA                       | 186152115.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3841 | PA      | $3783.24      | 0.08%             | 2025-02-11      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 186152464.LC.ACA                       | 186152464.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11527 | PA      | $9467.94      | 0.19%             | 2027-02-17      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 186152678.LC.ACA                       | 186152678.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3089 | PA      | $3046.76      | 0.06%             | 2025-02-11      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 186153496.LC.ACA                       | 186153496.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13796 | PA      | $13559.04     | 0.27%             | 2027-02-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 186155024.LC.ACA                       | 186155024.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2806 | PA      | $2766.14      | 0.06%             | 2025-02-19      | Fixed         | 18.99%                | No            | 3                  | On Loan: No      |
| 186134274.LC.ACA                       | 186134274.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5565 | PA      | $5487.54      | 0.11%             | 2025-02-20      | Fixed         | 17.99%                | No            | 3                  | On Loan: No      |
| 186136774.LC.ACA                       | 186136774.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5475 | PA      | $5378.29      | 0.11%             | 2025-02-16      | Fixed         | 19.99%                | No            | 3                  | On Loan: No      |
| 186136784.LC.ACA                       | 186136784.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5191 | PA      | $5110.62      | 0.10%             | 2025-02-08      | Fixed         | 15.74%                | No            | 3                  | On Loan: No      |
| 186142053.LC.ACA                       | 186142053.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14520 | PA      | $14037.46     | 0.28%             | 2027-02-11      | Fixed         | 25.49%                | No            | 3                  | On Loan: No      |
| 186143344.LC.ACA                       | 186143344.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9030 | PA      | $8707.53      | 0.17%             | 2026-02-11      | Fixed         | 26.49%                | No            | 3                  | On Loan: No      |
| 186144954.LC.ACA                       | 186144954.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     16458 | PA      | $16303.39     | 0.33%             | 2027-02-11      | Fixed         | 28.49%                | No            | 3                  | On Loan: No      |
| 64303.FF.ACA                           | 64303.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6000 | PA      | $5950.42      | 0.12%             | 2023-05-22      | Fixed         | 12.25%                | No            | N/A                | On Loan: No      |
| U.S. Bank Money Market Deposit Account | U.S. Bank Money Market Deposit Account | CUSIP: 8AMMF0A92<br>LEI: N/A | Long             | STIV             | RF                | US        |    873268 | NS      | $873268.13    | 17.54%            |  |  |  | No            | 1                  | On Loan: No      |
| 186118303.LC.ACA                       | 186118303.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3168 | PA      | $3124.94      | 0.06%             | 2025-02-11      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 186126706.LC.ACA                       | 186126706.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8310 | PA      | $8153.38      | 0.16%             | 2027-02-15      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 186132922.LC.ACA                       | 186132922.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7602 | PA      | $7490.16      | 0.15%             | 2025-02-15      | Fixed         | 12.54%                | No            | 3                  | On Loan: No      |
| 59145.FF.ACA                           | 59145.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     38000 | PA      | $37264.97     | 0.75%             | 2023-02-03      | Fixed         | 9.75%                 | No            | N/A                | On Loan: No      |
| 59261.FF.ACA                           | 59261.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49141.46     | 0.99%             | 2023-02-12      | Fixed         | 9.75%                 | No            | N/A                | On Loan: No      |
| 60198.FF.ACA                           | 60198.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $47661.51     | 0.96%             | 2022-10-15      | Fixed         | 9.50%                 | No            | N/A                | On Loan: No      |
| 60998.FF.ACA                           | 60998.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     19000 | PA      | $18768.12     | 0.38%             | 2023-02-27      | Fixed         | 12.25%                | No            | N/A                | On Loan: No      |
| 61663.FF.ACA                           | 61663.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     25000 | PA      | $24729.45     | 0.50%             | 2023-07-08      | Fixed         | 9.00%                 | No            | N/A                | On Loan: No      |
| 62634.FF.ACA                           | 62634.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49275.61     | 0.99%             | 2023-04-20      | Fixed         | 9.50%                 | No            | 1                  | On Loan: No      |
| 45227.FF.ACA                           | 45227.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $46065.78     | 0.93%             | 2022-09-21      | Fixed         | 9.00%                 | No            | 1                  | On Loan: No      |
| 56212.FF.ACA                           | 56212.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     40000 | PA      | $38925.97     | 0.78%             | 2023-01-21      | Fixed         | 9.00%                 | No            | N/A                | On Loan: No      |
| 56260.FF.ACA                           | 56260.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     40000 | PA      | $36423.85     | 0.73%             | 2022-07-20      | Fixed         | 8.50%                 | No            | N/A                | On Loan: No      |
| 57895.FF.ACA                           | 57895.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49221.00     | 0.99%             | 2023-04-07      | Fixed         | 9.50%                 | No            | N/A                | On Loan: No      |
| 57920.FF.ACA                           | 57920.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $46506.70     | 0.93%             | 2022-12-21      | Fixed         | 8.75%                 | No            | 1                  | On Loan: No      |
| 58234.FF.ACA                           | 58234.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $47238.25     | 0.95%             | 2022-12-16      | Fixed         | 9.00%                 | No            | N/A                | On Loan: No      |
| 41711.FF.ACA                           | 41711.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     30000 | PA      | $24126.55     | 0.48%             | 2022-04-02      | Fixed         | 9.50%                 | No            | N/A                | On Loan: No      |
| 41923.FF.ACA                           | 41923.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     40000 | PA      | $32131.05     | 0.65%             | 2021-12-10      | Fixed         | 10.00%                | No            | N/A                | On Loan: No      |
| 42127.FF.ACA                           | 42127.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     30000 | PA      | $29255.78     | 0.59%             | 2023-03-30      | Fixed         | 8.75%                 | No            | N/A                | On Loan: No      |
| 42375.FF.ACA                           | 42375.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     30000 | PA      | $29196.66     | 0.59%             | 2023-01-15      | Fixed         | 9.00%                 | No            | N/A                | On Loan: No      |
| 43347.FF.ACA                           | 43347.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     30000 | PA      | $26339.04     | 0.53%             | 2022-08-03      | Fixed         | 8.75%                 | No            | 1                  | On Loan: No      |
| 44866.FF.ACA                           | 44866.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     45000 | PA      | $43967.46     | 0.88%             | 2023-02-10      | Fixed         | 8.50%                 | No            | 1                  | On Loan: No      |
| 41159.FF.ACA                           | 41159.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     58000 | PA      | $56749.39     | 1.14%             | 2023-06-11      | Fixed         | 8.50%                 | No            | 1                  | On Loan: No      |
| 41250.FF.ACA                           | 41250.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     40000 | PA      | $32801.68     | 0.66%             | 2023-10-27      | Fixed         | 10.00%                | No            | N/A                | On Loan: No      |
| 41289.FF.ACA                           | 41289.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $45742.11     | 0.92%             | 2022-12-22      | Fixed         | 8.50%                 | No            | 1                  | On Loan: No      |
| 41515.FF.ACA                           | 41515.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2145 | PA      | $1956.57      | 0.04%             | 2022-12-23      | Fixed         | 9.25%                 | No            | 1                  | On Loan: No      |
| 41663.FF.ACA                           | 41663.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     30000 | PA      | $24126.55     | 0.48%             | 2022-04-02      | Fixed         | 9.50%                 | No            | N/A                | On Loan: No      |
| 41710.FF.ACA                           | 41710.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     35000 | PA      | $29700.88     | 0.60%             | 2022-04-15      | Fixed         | 9.25%                 | No            | N/A                | On Loan: No      |
| 22481.SH.ACA                           | 22481.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     44000 | PA      | $43970.31     | 0.88%             | 2023-12-31      | Fixed         | 0.11%                 | No            | 3                  | On Loan: No      |
| 22482.SH.ACA                           | 22482.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49958.03     | 1.00%             | 2023-12-31      | Fixed         | 0.12%                 | No            | 3                  | On Loan: No      |
| 22483.SH.ACA                           | 22483.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49962.58     | 1.00%             | 2023-12-31      | Fixed         | 0.11%                 | No            | 3                  | On Loan: No      |
| 39301.FF.ACA                           | 39301.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49078.36     | 0.99%             | 2022-11-26      | Fixed         | 9.50%                 | No            | 1                  | On Loan: No      |
| 39333.FF.ACA                           | 39333.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5705 | PA      | $5581.17      | 0.11%             | 2023-05-01      | Fixed         | 8.50%                 | No            | 1                  | On Loan: No      |
| 40671.FF.ACA                           | 40671.FF.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $48747.21     | 0.98%             | 2023-03-19      | Fixed         | 8.75%                 | No            | 1                  | On Loan: No      |
| 21603.SH.ACA                           | 21603.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49389.46     | 0.99%             | 2023-05-31      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| 21998.SH.ACA                           | 21998.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49831.26     | 1.00%             | 2023-07-31      | Fixed         | 10.15%                | No            | 3                  | On Loan: No      |
| 22008.SH.ACA                           | 22008.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49829.65     | 1.00%             | 2023-08-31      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| 22090.SH.ACA                           | 22090.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7000 | PA      | $6948.01      | 0.14%             | 2022-11-30      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| 22228.SH.ACA                           | 22228.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49864.15     | 1.00%             | 2023-10-31      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| 22478.SH.ACA                           | 22478.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $49952.31     | 1.00%             | 2023-12-31      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| 20347.SH.ACA                           | 20347.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     35000 | PA      | $34617.85     | 0.70%             | 2022-11-30      | Fixed         | 9.00%                 | No            | 3                  | On Loan: No      |
| 20403.SH.ACA                           | 20403.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     29000 | PA      | $28813.09     | 0.58%             | 2023-02-28      | Fixed         | 9.00%                 | No            | 3                  | On Loan: No      |
| 20454.SH.ACA                           | 20454.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     50000 | PA      | $42574.23     | 0.86%             | 2022-08-31      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| 20636.SH.ACA                           | 20636.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     30000 | PA      | $29611.39     | 0.59%             | 2022-12-31      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| 20681.SH.ACA                           | 20681.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     35000 | PA      | $34762.25     | 0.70%             | 2023-01-31      | Fixed         | 9.00%                 | No            | 3                  | On Loan: No      |
| 20909.SH.ACA                           | 20909.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     40000 | PA      | $39770.25     | 0.80%             | 2023-02-28      | Fixed         | 8.50%                 | No            | 3                  | On Loan: No      |
| 193547190.LC.ACA                       | 193547190.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2896 | PA      | $2800.35      | 0.06%             | 2025-09-19      | Fixed         | 18.74%                | No            | 3                  | On Loan: No      |
| 193550455.LC.ACA                       | 193550455.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14973 | PA      | $14468.01     | 0.29%             | 2025-09-20      | Fixed         | 18.24%                | No            | 3                  | On Loan: No      |
| 19682.SH.ACA                           | 19682.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     40000 | PA      | $36498.42     | 0.73%             | 2022-04-30      | Fixed         | 8.75%                 | No            | 3                  | On Loan: No      |
| 19684.SH.ACA                           | 19684.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     45000 | PA      | $38728.36     | 0.78%             | 2022-05-31      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| 20164.SH.ACA                           | 20164.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     15000 | PA      | $14787.65     | 0.30%             | 2022-11-30      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| 20208.SH.ACA                           | 20208.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     35000 | PA      | $34772.72     | 0.70%             | 2023-04-30      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| 193463279.LC.ACA                       | 193463279.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4448 | PA      | $4253.14      | 0.09%             | 2025-09-20      | Fixed         | 9.09%                 | No            | 3                  | On Loan: No      |
| 193503662.LC.ACA                       | 193503662.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4662 | PA      | $4380.60      | 0.09%             | 2025-09-19      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 193505022.LC.ACA                       | 193505022.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1390 | PA      | $1364.28      | 0.03%             | 2025-09-19      | Fixed         | 8.84%                 | No            | 3                  | On Loan: No      |
| 193517179.LC.ACA                       | 193517179.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6080 | PA      | $5814.54      | 0.12%             | 2025-09-19      | Fixed         | 9.59%                 | No            | 3                  | On Loan: No      |
| 193518701.LC.ACA                       | 193518701.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4238 | PA      | $4033.52      | 0.08%             | 2025-09-19      | Fixed         | 24.74%                | No            | 3                  | On Loan: No      |
| 193542225.LC.ACA                       | 193542225.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2319 | PA      | $2237.52      | 0.04%             | 2025-09-19      | Fixed         | 9.84%                 | No            | 3                  | On Loan: No      |
| 193143602.LC.ACA                       | 193143602.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8474 | PA      | $7952.65      | 0.16%             | 2025-09-19      | Fixed         | 24.49%                | No            | 3                  | On Loan: No      |
| 193192106.LC.ACA                       | 193192106.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2046 | PA      | $1988.85      | 0.04%             | 2025-09-06      | Fixed         | 12.49%                | No            | 3                  | On Loan: No      |
| 193217338.LC.ACA                       | 193217338.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6535 | PA      | $6322.43      | 0.13%             | 2025-09-06      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 193273414.LC.ACA                       | 193273414.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3244 | PA      | $3172.37      | 0.06%             | 2025-09-12      | Fixed         | 9.34%                 | No            | 3                  | On Loan: No      |
| 193312242.LC.ACA                       | 193312242.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3707 | PA      | $3624.60      | 0.07%             | 2025-09-12      | Fixed         | 9.09%                 | No            | 3                  | On Loan: No      |
| 193340586.LC.ACA                       | 193340586.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1395 | PA      | $1357.43      | 0.03%             | 2025-09-19      | Fixed         | 15.49%                | No            | 3                  | On Loan: No      |
| 192986022.LC.ACA                       | 192986022.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7389 | PA      | $6919.17      | 0.14%             | 2025-09-01      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 193070792.LC.ACA                       | 193070792.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5581 | PA      | $5374.98      | 0.11%             | 2025-09-02      | Fixed         | 12.44%                | No            | 3                  | On Loan: No      |
| 193072701.LC.ACA                       | 193072701.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6116 | PA      | $5898.39      | 0.12%             | 2025-09-02      | Fixed         | 9.09%                 | No            | 3                  | On Loan: No      |
| 193076996.LC.ACA                       | 193076996.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3127 | PA      | $3031.89      | 0.06%             | 2025-09-02      | Fixed         | 9.34%                 | No            | 3                  | On Loan: No      |
| 193081080.LC.ACA                       | 193081080.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3248 | PA      | $3145.88      | 0.06%             | 2025-09-02      | Fixed         | 10.29%                | No            | 3                  | On Loan: No      |
| 193131738.LC.ACA                       | 193131738.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1740 | PA      | $1707.92      | 0.03%             | 2025-09-06      | Fixed         | 10.29%                | No            | 3                  | On Loan: No      |
| 192828837.LC.ACA                       | 192828837.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5643 | PA      | $5239.69      | 0.11%             | 2025-08-31      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 192855771.LC.ACA                       | 192855771.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7091 | PA      | $6826.47      | 0.14%             | 2025-09-01      | Fixed         | 14.24%                | No            | 3                  | On Loan: No      |
| 192857598.LC.ACA                       | 192857598.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7227 | PA      | $6970.66      | 0.14%             | 2025-08-29      | Fixed         | 10.24%                | No            | 3                  | On Loan: No      |
| 192883953.LC.ACA                       | 192883953.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12597 | PA      | $12196.03     | 0.24%             | 2025-08-26      | Fixed         | 7.59%                 | No            | 3                  | On Loan: No      |
| 192953015.LC.ACA                       | 192953015.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9261 | PA      | $8958.73      | 0.18%             | 2025-08-30      | Fixed         | 8.59%                 | No            | 3                  | On Loan: No      |
| 192956227.LC.ACA                       | 192956227.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7233 | PA      | $6984.86      | 0.14%             | 2025-08-30      | Fixed         | 9.59%                 | No            | 3                  | On Loan: No      |
| 192151885.LC.ACA                       | 192151885.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1498 | PA      | $1450.77      | 0.03%             | 2025-08-30      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 19234.SH.ACA                           | 19234.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     30000 | PA      | $24351.02     | 0.49%             | 2022-08-31      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| 19238.SH.ACA                           | 19238.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     30000 | PA      | $24267.19     | 0.49%             | 2022-08-31      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| 192754897.LC.ACA                       | 192754897.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2699 | PA      | $2602.34      | 0.05%             | 2025-08-15      | Fixed         | 9.59%                 | No            | 3                  | On Loan: No      |
| 192772719.LC.ACA                       | 192772719.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1856 | PA      | $1805.59      | 0.04%             | 2025-08-31      | Fixed         | 10.79%                | No            | 3                  | On Loan: No      |
| 192789429.LC.ACA                       | 192789429.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1354 | PA      | $1336.43      | 0.03%             | 2025-08-25      | Fixed         | 16.24%                | No            | 3                  | On Loan: No      |
| 188129556.LC.ACA                       | 188129556.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4687 | PA      | $4611.32      | 0.09%             | 2027-04-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188138396.LC.ACA                       | 188138396.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     14555 | PA      | $-1679.37     | -0.03%            | 2027-04-12      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188170710.LC.ACA                       | 188170710.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5594 | PA      | $5443.27      | 0.11%             | 2025-04-22      | Fixed         | 7.59%                 | No            | 3                  | On Loan: No      |
| 188218952.LC.ACA                       | 188218952.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9511 | PA      | $7604.85      | 0.15%             | 2027-04-18      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 18833.SH.ACA                           | 18833.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     25000 | PA      | $24841.24     | 0.50%             | 2022-12-31      | Fixed         | 8.75%                 | No            | 3                  | On Loan: No      |
| 191982264.LC.ACA                       | 191982264.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8307 | PA      | $7754.63      | 0.16%             | 2025-08-26      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 188121795.LC.ACA                       | 188121795.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6144 | PA      | $2038.65      | 0.04%             | 2025-04-11      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 188123133.LC.ACA                       | 188123133.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9073 | PA      | $8942.26      | 0.18%             | 2027-04-19      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188123577.LC.ACA                       | 188123577.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4798 | PA      | $4748.03      | 0.10%             | 2027-11-26      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 188124880.LC.ACA                       | 188124880.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2120 | PA      | $2089.26      | 0.04%             | 2025-04-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188125305.LC.ACA                       | 188125305.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2478 | PA      | $2447.35      | 0.05%             | 2025-04-11      | Fixed         | 19.99%                | No            | 3                  | On Loan: No      |
| 188125693.LC.ACA                       | 188125693.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2860 | PA      | $2833.99      | 0.06%             | 2025-04-11      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 188112597.LC.ACA                       | 188112597.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5789 | PA      | $5751.57      | 0.12%             | 2025-04-22      | Fixed         | 17.74%                | No            | 3                  | On Loan: No      |
| 188112793.LC.ACA                       | 188112793.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     16570 | PA      | $16363.84     | 0.33%             | 2025-04-13      | Fixed         | 20.49%                | No            | 3                  | On Loan: No      |
| 188114972.LC.ACA                       | 188114972.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2985 | PA      | $2934.77      | 0.06%             | 2025-04-15      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188116962.LC.ACA                       | 188116962.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11249 | PA      | $11067.40     | 0.22%             | 2027-04-11      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188117634.LC.ACA                       | 188117634.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6546 | PA      | $6420.63      | 0.13%             | 2027-04-20      | Fixed         | 25.49%                | No            | 3                  | On Loan: No      |
| 188119794.LC.ACA                       | 188119794.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12524 | PA      | $12399.54     | 0.25%             | 2025-04-11      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 188103138.LC.ACA                       | 188103138.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     10624 | PA      | $1270.94      | 0.03%             | 2025-04-19      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188103170.LC.ACA                       | 188103170.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12027 | PA      | $11875.66     | 0.24%             | 2025-04-22      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188103172.LC.ACA                       | 188103172.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4323 | PA      | $3552.68      | 0.07%             | 2025-04-20      | Fixed         | 25.49%                | No            | 3                  | On Loan: No      |
| 188103493.LC.ACA                       | 188103493.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4185 | PA      | $4131.28      | 0.08%             | 2025-04-11      | Fixed         | 24.99%                | No            | 3                  | On Loan: No      |
| 188108259.LC.ACA                       | 188108259.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6898 | PA      | $6784.09      | 0.14%             | 2027-04-11      | Fixed         | 21.49%                | No            | 3                  | On Loan: No      |
| 188108404.LC.ACA                       | 188108404.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4950 | PA      | $4888.19      | 0.10%             | 2025-04-11      | Fixed         | 19.49%                | No            | 3                  | On Loan: No      |
| 188096691.LC.ACA                       | 188096691.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1767 | PA      | $1743.46      | 0.04%             | 2025-04-25      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 188097398.LC.ACA                       | 188097398.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1643 | PA      | $1628.15      | 0.03%             | 2025-04-11      | Fixed         | 17.49%                | No            | 3                  | On Loan: No      |
| 188097672.LC.ACA                       | 188097672.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1753 | PA      | $1736.80      | 0.03%             | 2024-04-11      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 188099700.LC.ACA                       | 188099700.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4913 | PA      | $4876.40      | 0.10%             | 2025-04-17      | Fixed         | 15.74%                | No            | 3                  | On Loan: No      |
| 188100809.LC.ACA                       | 188100809.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4777 | PA      | $4698.51      | 0.09%             | 2027-04-11      | Fixed         | 20.99%                | No            | 3                  | On Loan: No      |
| 188101947.LC.ACA                       | 188101947.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1249 | PA      | $1236.79      | 0.02%             | 2025-04-11      | Fixed         | 22.99%                | No            | 3                  | On Loan: No      |
| 194889203.LC.ACA                       | 194889203.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9602 | PA      | $9377.59      | 0.19%             | 2025-10-27      | Fixed         | 22.49%                | No            | 3                  | On Loan: No      |
| 194979560.LC.ACA                       | 194979560.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7135 | PA      | $7061.57      | 0.14%             | 2025-10-26      | Fixed         | 9.24%                 | No            | 3                  | On Loan: No      |
| 195006398.LC.ACA                       | 195006398.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1466 | PA      | $1441.29      | 0.03%             | 2025-11-02      | Fixed         | 9.10%                 | No            | 3                  | On Loan: No      |
| 19675.SH.ACA                           | 19675.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     31000 | PA      | $27191.97     | 0.55%             | 2022-01-31      | Fixed         | 9.25%                 | No            | 3                  | On Loan: No      |
| 188094215.LC.ACA                       | 188094215.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6077 | PA      | $4984.98      | 0.10%             | 2025-04-15      | Fixed         | 27.99%                | No            | 3                  | On Loan: No      |
| 188096188.LC.ACA                       | 188096188.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      8979 | PA      | $8835.96      | 0.18%             | 2027-04-12      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 194852384.LC.ACA                       | 194852384.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5764 | PA      | $5595.22      | 0.11%             | 2025-10-25      | Fixed         | 23.19%                | No            | 3                  | On Loan: No      |
| 194854075.LC.ACA                       | 194854075.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7644 | PA      | $7379.01      | 0.15%             | 2025-10-26      | Fixed         | 15.19%                | No            | 3                  | On Loan: No      |
| 194854783.LC.ACA                       | 194854783.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4773 | PA      | $4662.34      | 0.09%             | 2025-10-25      | Fixed         | 13.69%                | No            | 3                  | On Loan: No      |
| 194867534.LC.ACA                       | 194867534.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11569 | PA      | $11081.74     | 0.22%             | 2025-10-28      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 194871235.LC.ACA                       | 194871235.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1930 | PA      | $1848.90      | 0.04%             | 2025-10-28      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 194871670.LC.ACA                       | 194871670.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2108 | PA      | $2058.27      | 0.04%             | 2025-10-26      | Fixed         | 19.19%                | No            | 3                  | On Loan: No      |
| 194823268.LC.ACA                       | 194823268.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1914 | PA      | $1838.20      | 0.04%             | 2025-10-25      | Fixed         | 17.44%                | No            | 3                  | On Loan: No      |
| 194824176.LC.ACA                       | 194824176.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13438 | PA      | $12797.14     | 0.26%             | 2025-10-25      | Fixed         | 21.94%                | No            | 3                  | On Loan: No      |
| 194848763.LC.ACA                       | 194848763.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4633 | PA      | $4437.40      | 0.09%             | 2025-10-28      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 194850104.LC.ACA                       | 194850104.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     15344 | PA      | $14696.89     | 0.30%             | 2025-10-26      | Fixed         | 20.49%                | No            | 3                  | On Loan: No      |
| 194851528.LC.ACA                       | 194851528.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11889 | PA      | $11409.60     | 0.23%             | 2025-11-10      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 194851606.LC.ACA                       | 194851606.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4754 | PA      | $4625.38      | 0.09%             | 2025-10-15      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 194734647.LC.ACA                       | 194734647.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       446 | PA      | $444.55       | 0.01%             | 2025-10-21      | Fixed         | 13.74%                | No            | 3                  | On Loan: No      |
| 194735645.LC.ACA                       | 194735645.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     13367 | PA      | $12764.59     | 0.26%             | 2025-10-28      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 194748183.LC.ACA                       | 194748183.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3851 | PA      | $3647.94      | 0.07%             | 2025-10-25      | Fixed         | 26.49%                | No            | 3                  | On Loan: No      |
| 194753938.LC.ACA                       | 194753938.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1915 | PA      | $1865.08      | 0.04%             | 2025-10-24      | Fixed         | 17.99%                | No            | 3                  | On Loan: No      |
| 194762704.LC.ACA                       | 194762704.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2840 | PA      | $2781.01      | 0.06%             | 2025-10-09      | Fixed         | 9.09%                 | No            | 3                  | On Loan: No      |
| 194821279.LC.ACA                       | 194821279.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5774 | PA      | $5445.05      | 0.11%             | 2025-10-26      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 194663669.LC.ACA                       | 194663669.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6221 | PA      | $6085.52      | 0.12%             | 2025-10-20      | Fixed         | 17.49%                | No            | 3                  | On Loan: No      |
| 194697785.LC.ACA                       | 194697785.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6922 | PA      | $6589.20      | 0.13%             | 2025-10-24      | Fixed         | 24.49%                | No            | 3                  | On Loan: No      |
| 194704697.LC.ACA                       | 194704697.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4788 | PA      | $4535.69      | 0.09%             | 2025-10-25      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 194705871.LC.ACA                       | 194705871.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4792 | PA      | $4684.29      | 0.09%             | 2025-10-28      | Fixed         | 19.69%                | No            | 3                  | On Loan: No      |
| 194720882.LC.ACA                       | 194720882.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6723 | PA      | $6552.36      | 0.13%             | 2025-10-21      | Fixed         | 22.74%                | No            | 3                  | On Loan: No      |
| 194731583.LC.ACA                       | 194731583.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7953 | PA      | $7772.49      | 0.16%             | 2025-10-24      | Fixed         | 12.69%                | No            | 3                  | On Loan: No      |
| 194596627.LC.ACA                       | 194596627.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2238 | PA      | $2199.13      | 0.04%             | 2025-10-20      | Fixed         | 13.89%                | No            | 3                  | On Loan: No      |
| 194598387.LC.ACA                       | 194598387.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2896 | PA      | $2737.84      | 0.05%             | 2025-10-19      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 194626226.LC.ACA                       | 194626226.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      2314 | PA      | $2189.68      | 0.04%             | 2025-10-20      | Fixed         | 28.99%                | No            | 3                  | On Loan: No      |
| 194654226.LC.ACA                       | 194654226.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11552 | PA      | $10936.96     | 0.22%             | 2025-10-21      | Fixed         | 26.49%                | No            | 3                  | On Loan: No      |
| 194655554.LC.ACA                       | 194655554.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11534 | PA      | $10978.89     | 0.22%             | 2025-10-24      | Fixed         | 23.99%                | No            | 3                  | On Loan: No      |
| 194657060.LC.ACA                       | 194657060.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3818 | PA      | $3728.29      | 0.07%             | 2025-10-20      | Fixed         | 13.74%                | No            | 3                  | On Loan: No      |
| 194192975.LC.ACA                       | 194192975.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      7490 | PA      | $7108.50      | 0.14%             | 2025-10-07      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 19434.SH.ACA                           | 19434.SH.ACA                           | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     20000 | PA      | $17967.96     | 0.36%             | 2022-07-31      | Fixed         | 9.00%                 | No            | 3                  | On Loan: No      |
| 194412947.LC.ACA                       | 194412947.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9602 | PA      | $9143.75      | 0.18%             | 2025-10-25      | Fixed         | 22.49%                | No            | 3                  | On Loan: No      |
| 194455930.LC.ACA                       | 194455930.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1443 | PA      | $1419.14      | 0.03%             | 2025-10-28      | Fixed         | 18.69%                | No            | 3                  | On Loan: No      |
| 194500824.LC.ACA                       | 194500824.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     19169 | PA      | $18700.79     | 0.38%             | 2025-10-21      | Fixed         | 19.69%                | No            | 3                  | On Loan: No      |
| 194534088.LC.ACA                       | 194534088.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5745 | PA      | $5578.59      | 0.11%             | 2025-10-21      | Fixed         | 18.19%                | No            | 3                  | On Loan: No      |
| 193963735.LC.ACA                       | 193963735.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9561 | PA      | $9232.55      | 0.19%             | 2025-10-03      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 193979516.LC.ACA                       | 193979516.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6117 | PA      | $5930.12      | 0.12%             | 2025-09-29      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 193984683.LC.ACA                       | 193984683.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4028 | PA      | $3919.26      | 0.08%             | 2025-09-30      | Fixed         | 20.49%                | No            | 3                  | On Loan: No      |
| 193997500.LC.ACA                       | 193997500.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4780 | PA      | $4667.21      | 0.09%             | 2025-09-30      | Fixed         | 15.99%                | No            | 3                  | On Loan: No      |
| 194022440.LC.ACA                       | 194022440.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      9730 | PA      | $9358.14      | 0.19%             | 2025-10-22      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 194182925.LC.ACA                       | 194182925.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6185 | PA      | $5865.77      | 0.12%             | 2025-10-07      | Fixed         | 23.49%                | No            | 3                  | On Loan: No      |
| 193876727.LC.ACA                       | 193876727.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3851 | PA      | $3662.39      | 0.07%             | 2025-10-20      | Fixed         | 26.49%                | No            | 3                  | On Loan: No      |
| 193907286.LC.ACA                       | 193907286.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |       947 | PA      | $891.37       | 0.02%             | 2025-09-29      | Fixed         | 30.99%                | No            | 3                  | On Loan: No      |
| 193909887.LC.ACA                       | 193909887.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1139 | PA      | $1115.61      | 0.02%             | 2025-10-10      | Fixed         | 13.99%                | No            | 3                  | On Loan: No      |
| 193942727.LC.ACA                       | 193942727.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     12502 | PA      | $11987.11     | 0.24%             | 2025-09-29      | Fixed         | 23.74%                | No            | 3                  | On Loan: No      |
| 193947452.LC.ACA                       | 193947452.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      3352 | PA      | $3262.02      | 0.07%             | 2025-09-30      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 193960159.LC.ACA                       | 193960159.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |     11497 | PA      | $11074.10     | 0.22%             | 2025-10-01      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 193620005.LC.ACA                       | 193620005.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1858 | PA      | $1818.10      | 0.04%             | 2025-09-20      | Fixed         | 11.49%                | No            | 3                  | On Loan: No      |
| 193644144.LC.ACA                       | 193644144.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      1863 | PA      | $1822.75      | 0.04%             | 2025-09-20      | Fixed         | 13.99%                | No            | 3                  | On Loan: No      |
| 193806872.LC.ACA                       | 193806872.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4788 | PA      | $4527.01      | 0.09%             | 2025-09-30      | Fixed         | 18.49%                | No            | 3                  | On Loan: No      |
| 193813241.LC.ACA                       | 193813241.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      6929 | PA      | $6598.51      | 0.13%             | 2025-10-26      | Fixed         | 25.99%                | No            | 3                  | On Loan: No      |
| 193858687.LC.ACA                       | 193858687.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      5139 | PA      | $4972.73      | 0.10%             | 2025-09-29      | Fixed         | 16.69%                | No            | 3                  | On Loan: No      |
| 193862291.LC.ACA                       | 193862291.LC.ACA                       | CUSIP: N/A<br>LEI: N/A       | Long             | LON              |  | US        |      4336 | PA      | $4140.12      | 0.08%             | 2025-10-19      | Fixed         | 27.99%                | No            | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-21

**Name of Applicant:** AlphaCentric Prime Meridian Income Fund

**Signature:** /s/ George  F. Amrhein, Jr.

**Name of Signer:** AlphaCentric Prime Meridian Income Fund

**Title:** President